+222.2%
ACWI vs LII
+170.7%
+51.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +1.9% |
| 7D | +0.3% | -1.2% | +1.5% | +0.7% |
| 30D | -2.8% | -2.0% | -0.9% | -2.6% |
| 3M | -3.2% | -20.2% | +17.1% | +3.2% |
| 6M | +1.3% | -32.5% | +33.8% | +12.2% |
| YTD | +11.2% | -27.4% | +38.6% | +19.2% |
| 1Y | +13.8% | -28.2% | +41.9% | +22.2% |
| 3Y | +76.2% | -7.2% | +83.4% | +66.8% |
| 5Y | +59.5% | +19.9% | +39.6% | +33.2% |
| 10Y | +222.2% | +168.6% | +53.6% | +108.1% |
| All | +222.2% | +170.7% | +51.5% | +108.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling