-7.8%
LII vs GFI
+214.8%
-222.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +2.9% | -8.7% | +11.6% | +3.6% |
| 30D | +0.9% | +0.6% | +0.3% | +0.7% |
| 3M | -15.5% | -7.5% | -8.0% | -15.3% |
| 6M | -30.2% | -18.3% | -11.9% | -29.7% |
| YTD | -26.8% | -13.8% | -13.0% | -26.7% |
| 1Y | -25.3% | -8.8% | -16.4% | -25.2% |
| 3Y | -7.8% | +215.8% | -223.6% | -9.9% |
| All | -7.8% | +214.8% | -222.6% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling