+60.2%
ACWI vs LII
+19.4%
+40.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.3% |
| 7D | -0.2% | +0.4% | -0.6% | -0.3% |
| 30D | -3.3% | -2.4% | -0.9% | -3.0% |
| 3M | -3.4% | -17.5% | +14.1% | +1.3% |
| 6M | +0.8% | -32.8% | +33.6% | +10.6% |
| YTD | +10.7% | -27.7% | +38.4% | +17.7% |
| 1Y | +11.6% | -28.1% | +39.7% | +18.7% |
| 3Y | +73.4% | -9.7% | +83.0% | +64.0% |
| 5Y | +60.2% | +19.5% | +40.7% | +28.6% |
| All | +60.2% | +19.4% | +40.8% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling