-36.4%
LII vs GAP
-9.9%
-26.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.2% | -1.3% |
| 7D | -0.6% | -3.8% | +3.2% | 0.0% |
| 30D | -4.6% | -9.0% | +4.4% | -3.5% |
| 3M | -21.2% | +5.5% | -26.7% | -21.6% |
| 6M | -36.4% | -11.1% | -25.4% | -36.5% |
| All | -36.4% | -9.9% | -26.5% | -36.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling