-22.2%
CDW vs LII
-8.7%
-13.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.3% |
| 7D | +2.1% | -0.6% | +2.7% | +2.4% |
| 30D | +14.7% | -4.6% | +19.3% | +16.0% |
| 3M | +11.1% | -21.2% | +32.3% | +18.1% |
| 6M | +45.6% | -36.4% | +82.0% | +61.9% |
| YTD | +17.1% | -28.9% | +46.0% | +23.1% |
| 1Y | +13.2% | -29.5% | +42.7% | +19.2% |
| 3Y | -22.2% | -8.6% | -13.6% | -29.2% |
| All | -22.2% | -8.7% | -13.5% | -29.2% |
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