+70.6%
ACWI vs LII
-6.9%
+77.5%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.8% | -1.0% | -3.2% |
| 7D | -4.0% | +0.2% | -4.2% | -4.1% |
| 30D | -5.8% | -4.6% | -1.2% | -5.1% |
| 3M | -5.0% | -21.7% | +16.6% | -0.2% |
| 6M | +0.7% | -32.8% | +33.5% | +8.4% |
| YTD | +8.4% | -27.5% | +35.9% | +13.7% |
| 1Y | +10.1% | -28.0% | +38.1% | +15.5% |
| All | +70.6% | -6.9% | +77.5% | +65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling