+41.4%
LII vs GGLL
+184.7%
-143.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.5% | +1.6% | -2.2% |
| 7D | +0.2% | -1.3% | +1.5% | +0.4% |
| 30D | -4.6% | -36.3% | +31.6% | +0.5% |
| 3M | -21.7% | -42.7% | +21.0% | -16.4% |
| 6M | -32.8% | -53.1% | +20.3% | -26.7% |
| YTD | -27.5% | -32.1% | +4.6% | -26.4% |
| 1Y | -28.0% | -20.1% | -7.9% | -29.1% |
| 3Y | -7.2% | +151.7% | -158.9% | -32.2% |
| All | +41.4% | +184.7% | -143.3% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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