-26.2%
LII vs GPC
0.0%
-26.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.5% |
| 7D | -0.2% | -1.3% | +1.1% | +0.3% |
| 30D | -0.6% | -6.0% | +5.4% | +1.6% |
| 3M | -17.0% | -7.6% | -9.4% | -14.7% |
| 6M | -31.1% | +24.2% | -55.4% | -37.3% |
| YTD | -27.7% | +2.7% | -30.4% | -35.6% |
| 1Y | -26.2% | +0.2% | -26.3% | -33.2% |
| All | -26.2% | 0.0% | -26.2% | -33.2% |
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 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