+96.3%
GWW vs LII
+6.0%
+90.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.5% |
| 7D | +1.4% | -0.7% | +2.1% | +1.6% |
| 30D | +3.3% | -12.6% | +15.9% | +7.5% |
| 3M | +2.9% | -24.4% | +27.4% | +10.8% |
| 6M | +15.8% | -28.7% | +44.5% | +26.4% |
| YTD | +32.0% | -19.1% | +51.2% | +37.5% |
| 1Y | +29.9% | -29.7% | +59.6% | +41.4% |
| All | +96.3% | +6.0% | +90.4% | +72.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling