+22.4%
LII vs GFI
+512.6%
-490.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.4% |
| 7D | +0.5% | +4.7% | -4.2% | +0.1% |
| 30D | -11.2% | +14.4% | -25.7% | -12.1% |
| 3M | -28.8% | +32.5% | -61.3% | -30.4% |
| 6M | -26.9% | -7.2% | -19.8% | -27.2% |
| YTD | -22.2% | +10.9% | -33.1% | -23.3% |
| 1Y | -32.0% | +35.5% | -67.4% | -33.7% |
| 3Y | -0.4% | +312.1% | -312.6% | -10.5% |
| 5Y | +22.4% | +524.6% | -502.1% | +2.9% |
| All | +22.4% | +512.6% | -490.2% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling