+163.0%
LII vs GFI
+1,066.8%
-903.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.7% |
| 7D | -6.3% | -4.9% | -1.4% | -6.0% |
| 30D | -13.0% | +10.7% | -23.8% | -13.5% |
| 3M | -29.0% | +25.6% | -54.7% | -30.0% |
| 6M | -27.7% | -8.3% | -19.4% | -27.7% |
| YTD | -24.2% | +6.3% | -30.5% | -24.8% |
| 1Y | -34.8% | +22.1% | -56.9% | -35.8% |
| 3Y | -4.2% | +289.2% | -293.4% | -11.3% |
| 5Y | +20.9% | +531.7% | -510.8% | +8.4% |
| All | +163.0% | +1,066.8% | -903.9% | +143.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling