-5.7%
CDW vs LII
+23.0%
-28.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.2% | +2.7% | +4.1% |
| 7D | +9.3% | -1.2% | +10.5% | +9.9% |
| 30D | +15.8% | -2.0% | +17.7% | +16.3% |
| 3M | +21.8% | -20.2% | +42.0% | +31.1% |
| 6M | +58.8% | -32.5% | +91.3% | +77.6% |
| YTD | +22.8% | -27.4% | +50.1% | +31.1% |
| 1Y | +17.9% | -28.2% | +46.1% | +26.3% |
| 3Y | -17.4% | -7.2% | -10.2% | -24.3% |
| 5Y | -5.7% | +19.9% | -25.6% | -26.8% |
| All | -5.7% | +23.0% | -28.7% | -26.8% |
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