+669.9%
GWW vs LII
+169.1%
+500.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.3% |
| 7D | +3.6% | +2.9% | +0.6% | +2.3% |
| 30D | +12.1% | +0.9% | +11.2% | +11.2% |
| 3M | +12.9% | -15.5% | +28.4% | +20.2% |
| 6M | +19.3% | -30.2% | +49.5% | +34.8% |
| YTD | +48.7% | -26.8% | +75.6% | +62.9% |
| 1Y | +60.5% | -25.3% | +85.8% | +74.0% |
| 3Y | +93.3% | -7.8% | +101.0% | +81.4% |
| 5Y | +219.0% | +17.0% | +202.0% | +158.8% |
| All | +669.9% | +169.1% | +500.8% | +352.2% |
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