+901.2%
CDW vs LII
+539.2%
+362.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.8% | -3.3% | -5.0% |
| 7D | -4.1% | +0.2% | -4.3% | -4.0% |
| 30D | +16.7% | -4.6% | +21.4% | +18.6% |
| 3M | +13.6% | -21.7% | +35.2% | +24.9% |
| 6M | +17.0% | -32.8% | +49.8% | +33.3% |
| YTD | +18.1% | -27.5% | +45.6% | +28.5% |
| 1Y | +10.5% | -28.0% | +38.4% | +20.3% |
| 3Y | -20.9% | -7.2% | -13.7% | -26.4% |
| 5Y | -9.3% | +22.6% | -31.9% | -28.7% |
| 10Y | +310.6% | +171.5% | +139.0% | +122.4% |
| All | +901.2% | +539.2% | +362.0% | +369.7% |
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