+3,188.9%
LII vs GFI
+3,395.9%
-207.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.7% | +1.2% |
| 7D | -0.7% | +3.1% | -3.9% | -0.9% |
| 30D | -12.6% | +27.1% | -39.7% | -13.9% |
| 3M | -24.4% | +21.2% | -45.6% | -25.5% |
| 6M | -28.7% | -4.5% | -24.2% | -28.8% |
| YTD | -19.1% | +11.7% | -30.9% | -20.2% |
| 1Y | -29.7% | +46.0% | -75.8% | -31.9% |
| 3Y | +4.8% | +309.6% | -304.8% | -5.7% |
| 5Y | +24.6% | +506.0% | -481.5% | +7.8% |
| 10Y | +169.2% | +1,009.2% | -840.0% | +116.6% |
| All | +3,188.9% | +3,395.9% | -207.1% | +2,364.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling