+42.7%
LII vs GGLL
+210.8%
-168.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.4% |
| 7D | +2.9% | +7.7% | -4.7% | +1.9% |
| 30D | +0.9% | -30.2% | +31.1% | +5.0% |
| 3M | -15.5% | -31.3% | +15.7% | -12.1% |
| 6M | -30.2% | -52.1% | +21.9% | -23.9% |
| YTD | -26.8% | -25.9% | -1.0% | -26.6% |
| 1Y | -25.3% | -8.5% | -16.8% | -27.8% |
| 3Y | -7.8% | +165.5% | -173.3% | -32.7% |
| All | +42.7% | +210.8% | -168.1% | -4.4% |
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