+863.2%
CDW vs LII
+613.0%
+250.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.5% |
| 7D | +3.2% | -0.7% | +3.9% | +3.4% |
| 30D | +9.3% | -12.6% | +21.9% | +15.2% |
| 3M | +9.8% | -24.4% | +34.2% | +20.4% |
| 6M | +23.3% | -28.7% | +52.0% | +36.9% |
| YTD | +13.7% | -19.1% | +32.8% | +18.6% |
| 1Y | -6.5% | -29.7% | +23.2% | +3.5% |
| 3Y | -25.2% | +4.8% | -30.0% | -33.9% |
| 5Y | -19.5% | +24.6% | -44.0% | -36.5% |
| 10Y | +285.8% | +169.2% | +116.6% | +109.6% |
| All | +863.2% | +613.0% | +250.2% | +333.5% |
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