+347.2%
ACWI vs LII
+1,191.1%
-843.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | +0.3% |
| 7D | -0.5% | +7.9% | -8.4% | -3.4% |
| 30D | -1.6% | -0.6% | -1.0% | -1.9% |
| 3M | -1.3% | -19.3% | +18.0% | +6.2% |
| 6M | +5.8% | -29.8% | +35.7% | +18.1% |
| YTD | +12.7% | -25.4% | +38.1% | +21.4% |
| 1Y | +15.0% | -26.2% | +41.2% | +24.2% |
| 3Y | +77.5% | -4.5% | +82.1% | +65.7% |
| 5Y | +61.9% | +26.7% | +35.2% | +30.1% |
| 10Y | +236.1% | +179.5% | +56.7% | +80.9% |
| All | +347.2% | +1,191.1% | -843.9% | +2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling