+170.7%
LII vs GPC
+80.7%
+90.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | 0.0% | +0.6% |
| 7D | -0.7% | +1.2% | -1.9% | -1.3% |
| 30D | -12.6% | +6.0% | -18.6% | -14.9% |
| 3M | -24.4% | +42.6% | -67.1% | -36.1% |
| 6M | -28.7% | +22.8% | -51.5% | -35.7% |
| YTD | -19.1% | +15.5% | -34.6% | -25.6% |
| 1Y | -29.7% | +2.0% | -31.7% | -31.5% |
| 3Y | +4.8% | -1.4% | +6.2% | +0.6% |
| 5Y | +24.6% | +30.6% | -6.0% | +5.6% |
| All | +170.7% | +80.7% | +90.0% | +96.2% |
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