+27.6%
LII vs GPC
+30.9%
-3.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -15.0% |
| 3M | -24.4% | +42.6% | -67.1% | -37.0% |
| 6M | -28.7% | +22.8% | -51.5% | -36.2% |
| YTD | -19.1% | +15.5% | -34.6% | -26.3% |
| 1Y | -29.7% | +2.0% | -31.7% | -31.7% |
| 3Y | +4.8% | -1.4% | +6.2% | +0.2% |
| All | +27.6% | +30.9% | -3.3% | -0.1% |
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