+520.8%
EWT vs LII
+163.1%
+357.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.9% |
| 7D | +2.1% | +0.5% | +1.7% | +2.0% |
| 30D | +9.4% | -11.2% | +20.6% | +13.2% |
| 3M | +10.9% | -28.8% | +39.7% | +21.5% |
| 6M | +57.9% | -26.9% | +84.9% | +71.2% |
| YTD | +75.9% | -22.2% | +98.1% | +86.7% |
| 1Y | +89.7% | -32.0% | +121.7% | +108.6% |
| 3Y | +200.9% | -0.4% | +201.3% | +190.7% |
| 5Y | +154.5% | +22.4% | +132.1% | +126.1% |
| 10Y | +520.8% | +171.4% | +349.4% | +342.0% |
| All | +520.8% | +163.1% | +357.7% | +342.0% |
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