+165.4%
LII vs GPC
+85.6%
+79.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.4% |
| 7D | -0.6% | +1.6% | -2.2% | -1.3% |
| 30D | -4.6% | -2.1% | -2.5% | -3.8% |
| 3M | -21.2% | -6.8% | -14.4% | -18.9% |
| 6M | -36.4% | +18.6% | -55.0% | -41.8% |
| YTD | -28.9% | +2.7% | -31.6% | -31.2% |
| 1Y | -29.5% | +1.8% | -31.3% | -31.5% |
| 3Y | -8.6% | +1.1% | -9.6% | -13.3% |
| 5Y | +20.2% | +4.1% | +16.1% | +12.4% |
| All | +165.4% | +85.6% | +79.8% | +94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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