+153.0%
EWT vs LII
+25.3%
+127.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.5% |
| 7D | +4.0% | -0.7% | +4.7% | +4.2% |
| 30D | +10.3% | -12.6% | +22.9% | +14.7% |
| 3M | +6.1% | -24.4% | +30.5% | +14.3% |
| 6M | +56.6% | -28.7% | +85.3% | +71.0% |
| YTD | +76.6% | -19.1% | +95.7% | +85.3% |
| 1Y | +97.9% | -29.7% | +127.6% | +115.5% |
| 3Y | +198.0% | +4.8% | +193.2% | +184.3% |
| All | +153.0% | +25.3% | +127.7% | +114.3% |
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