+20.4%
LII vs GPC
+3.6%
+16.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.3% |
| 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% | -18.7% |
| 6M | -36.4% | +18.6% | -55.0% | -42.3% |
| YTD | -28.9% | +2.7% | -31.6% | -31.7% |
| 1Y | -29.5% | +1.8% | -31.3% | -31.9% |
| 3Y | -8.6% | +1.1% | -9.6% | -15.7% |
| All | +20.4% | +3.6% | +16.9% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling