+18.8%
LII vs GAP
+2.1%
+16.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +2.0% | +1.3% |
| 7D | +2.9% | -1.9% | +4.8% | +3.3% |
| 30D | +0.9% | -7.1% | +8.0% | +2.4% |
| 3M | -15.5% | +4.1% | -19.6% | -16.6% |
| 6M | -30.2% | +1.9% | -32.1% | -31.3% |
| YTD | -26.8% | -15.2% | -11.6% | -25.6% |
| 1Y | -25.3% | -10.6% | -14.6% | -24.9% |
| 3Y | -7.8% | +74.6% | -82.3% | -24.3% |
| All | +18.8% | +2.1% | +16.7% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling