+2,864.9%
LII vs GAP
-15.9%
+2,880.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.3% |
| 7D | -2.3% | -9.3% | +7.1% | 0.0% |
| 30D | -1.7% | -5.5% | +3.8% | -0.5% |
| 3M | -18.3% | +3.5% | -21.8% | -19.4% |
| 6M | -32.3% | +0.7% | -33.0% | -33.4% |
| YTD | -27.1% | -13.4% | -13.8% | -26.1% |
| 1Y | -27.2% | -7.7% | -19.5% | -27.4% |
| 3Y | -8.9% | +74.4% | -83.4% | -27.5% |
| 5Y | +19.7% | +5.3% | +14.3% | +1.3% |
| 10Y | +168.9% | +4.7% | +164.2% | +93.0% |
| All | +2,864.9% | -15.9% | +2,880.8% | +1,397.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling