+427.8%
EWT vs LII
+166.2%
+261.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -3.7% | +0.4% | -4.1% | -3.7% |
| 30D | -17.2% | -2.4% | -14.8% | -16.9% |
| 3M | -7.3% | -17.5% | +10.1% | -2.5% |
| 6M | -1.5% | -32.8% | +31.3% | +9.3% |
| YTD | +49.0% | -27.7% | +76.7% | +60.8% |
| 1Y | +50.6% | -28.1% | +78.7% | +62.6% |
| 3Y | +148.9% | -9.7% | +158.5% | +146.7% |
| 5Y | +116.1% | +19.5% | +96.6% | +92.7% |
| 10Y | +427.8% | +170.6% | +257.2% | +279.9% |
| All | +427.8% | +166.2% | +261.6% | +279.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling