+2,848.5%
LII vs GPC
+829.8%
+2,018.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.3% | -2.0% |
| 7D | +0.2% | +1.7% | -1.5% | -0.7% |
| 30D | -4.6% | -2.3% | -2.3% | -3.5% |
| 3M | -21.7% | -4.5% | -17.2% | -19.9% |
| 6M | -32.8% | +21.6% | -54.4% | -40.6% |
| YTD | -27.5% | +4.0% | -31.6% | -31.0% |
| 1Y | -28.0% | +3.5% | -31.5% | -31.3% |
| 3Y | -7.2% | +2.1% | -9.4% | -14.1% |
| 5Y | +22.6% | +5.5% | +17.1% | +10.4% |
| 10Y | +171.5% | +90.7% | +80.8% | +56.8% |
| All | +2,848.5% | +829.8% | +2,018.6% | +509.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling