+594.1%
EWT vs LII
+4,632.2%
-4,038.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.2% |
| 3M | +6.1% | -24.4% | +30.5% | +15.3% |
| 6M | +56.6% | -28.7% | +85.3% | +73.0% |
| YTD | +76.6% | -19.1% | +95.7% | +86.4% |
| 1Y | +97.9% | -29.7% | +127.6% | +117.8% |
| 3Y | +198.0% | +4.8% | +193.2% | +179.7% |
| 5Y | +151.8% | +24.6% | +127.2% | +117.0% |
| 10Y | +514.1% | +169.2% | +344.9% | +286.0% |
| All | +594.1% | +4,632.2% | -4,038.1% | +38.1% |
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