-29.5%
LII vs GPC
+2.6%
-32.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.5% |
| 7D | -0.6% | +1.6% | -2.2% | -1.1% |
| 30D | -4.6% | -2.1% | -2.5% | -4.0% |
| 3M | -21.2% | -6.8% | -14.4% | -19.3% |
| 6M | -36.4% | +18.6% | -55.0% | -41.1% |
| YTD | -28.9% | +2.7% | -31.6% | -36.4% |
| 1Y | -29.5% | +1.8% | -31.3% | -37.5% |
| All | -29.5% | +2.6% | -32.1% | -37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling