+551.3%
GWW vs LII
+167.7%
+383.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.1% |
| 7D | -1.5% | +2.1% | -3.6% | -2.4% |
| 30D | +1.1% | -12.4% | +13.5% | +6.6% |
| 3M | -1.0% | -24.8% | +23.8% | +9.4% |
| 6M | +16.3% | -25.2% | +41.5% | +27.6% |
| YTD | +28.5% | -20.3% | +48.8% | +36.7% |
| 1Y | +30.3% | -32.9% | +63.2% | +48.8% |
| 3Y | +91.6% | +2.0% | +89.6% | +73.0% |
| 5Y | +224.0% | +24.4% | +199.5% | +157.8% |
| 10Y | +551.3% | +167.2% | +384.1% | +278.7% |
| All | +551.3% | +167.7% | +383.6% | +278.7% |
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