-26.2%
LII vs GGLL
-15.1%
-11.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -1.0% |
| 7D | -0.2% | +11.5% | -11.7% | -0.9% |
| 30D | -0.6% | -31.2% | +30.6% | +1.8% |
| 3M | -17.0% | -28.7% | +11.7% | -15.5% |
| 6M | -31.1% | -47.2% | +16.1% | -27.2% |
| YTD | -27.7% | -24.3% | -3.4% | -30.8% |
| 1Y | -26.2% | -12.0% | -14.2% | -30.2% |
| All | -26.2% | -15.1% | -11.1% | -30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling