+41.7%
LII vs GGLL
+195.8%
-154.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.3% | +1.9% |
| 7D | -1.2% | +6.3% | -7.5% | -2.0% |
| 30D | -2.0% | -35.1% | +33.1% | +3.1% |
| 3M | -20.2% | -37.7% | +17.4% | -15.9% |
| 6M | -32.5% | -54.1% | +21.6% | -26.1% |
| YTD | -27.4% | -29.4% | +2.1% | -26.6% |
| 1Y | -28.2% | -13.4% | -14.8% | -30.1% |
| 3Y | -7.2% | +158.3% | -165.6% | -32.3% |
| All | +41.7% | +195.8% | -154.1% | -4.5% |
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