+38.6%
LII vs GGLL
+188.6%
-150.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.3% | -2.1% |
| 7D | -0.6% | +3.1% | -3.7% | -1.0% |
| 30D | -4.6% | -36.3% | +31.7% | +0.5% |
| 3M | -21.2% | -40.4% | +19.1% | -16.4% |
| 6M | -36.4% | -54.6% | +18.2% | -30.3% |
| YTD | -28.9% | -31.1% | +2.2% | -28.0% |
| 1Y | -29.5% | -19.2% | -10.3% | -30.7% |
| 3Y | -8.6% | +151.5% | -160.1% | -33.0% |
| All | +38.6% | +188.6% | -150.0% | -6.2% |
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