+70.6%
ACWI vs LII
-8.7%
+79.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.4% |
| 7D | -2.4% | -0.6% | -1.7% | -2.2% |
| 30D | -5.2% | -4.6% | -0.6% | -4.5% |
| 3M | -4.8% | -21.2% | +16.4% | -0.2% |
| 6M | -1.3% | -36.4% | +35.1% | +7.6% |
| YTD | +8.4% | -28.9% | +37.3% | +14.1% |
| 1Y | +11.0% | -29.5% | +40.6% | +17.0% |
| 3Y | +70.6% | -8.6% | +79.1% | +66.2% |
| All | +70.6% | -8.7% | +79.3% | +66.2% |
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