+452.2%
EWT vs LII
+4,059.5%
-3,607.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.0% | +5.9% | +4.6% |
| 7D | -11.7% | -0.6% | -11.1% | -11.5% |
| 30D | -23.2% | -4.6% | -18.6% | -22.4% |
| 3M | -12.5% | -21.2% | +8.7% | -5.9% |
| 6M | -5.9% | -36.4% | +30.5% | +7.7% |
| YTD | +40.5% | -28.9% | +69.4% | +53.8% |
| 1Y | +43.7% | -29.5% | +73.3% | +57.7% |
| 3Y | +136.6% | -8.6% | +145.2% | +131.8% |
| 5Y | +105.1% | +20.2% | +84.9% | +77.9% |
| 10Y | +387.0% | +166.2% | +220.7% | +204.8% |
| All | +452.2% | +4,059.5% | -3,607.3% | +14.0% |
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 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