+356.8%
ACWI vs LII
+1,299.4%
-942.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.5% |
| 7D | +0.5% | -0.7% | +1.2% | +0.7% |
| 30D | +0.9% | -12.6% | +13.5% | +6.0% |
| 3M | +2.4% | -24.4% | +26.8% | +11.9% |
| 6M | +12.4% | -28.7% | +41.1% | +24.7% |
| YTD | +15.2% | -19.1% | +34.3% | +21.1% |
| 1Y | +22.7% | -29.7% | +52.4% | +35.4% |
| 3Y | +75.8% | +4.8% | +71.0% | +58.8% |
| 5Y | +67.7% | +24.6% | +43.2% | +36.9% |
| 10Y | +229.0% | +169.2% | +59.8% | +81.9% |
| All | +356.8% | +1,299.4% | -942.6% | +2.0% |
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