+4,254.2%
GWW vs LII
+3,124.4%
+1,129.8%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.7% |
| 3M | +2.9% | -24.4% | +27.4% | +11.1% |
| 6M | +15.8% | -28.7% | +44.5% | +26.6% |
| YTD | +32.0% | -19.1% | +51.2% | +38.4% |
| 1Y | +29.9% | -29.7% | +59.6% | +41.9% |
| 3Y | +91.1% | +4.8% | +86.3% | +80.2% |
| 5Y | +223.9% | +24.6% | +199.4% | +184.4% |
| 10Y | +567.0% | +169.2% | +397.8% | +357.8% |
| All | +4,254.2% | +3,124.4% | +1,129.8% | +1,311.4% |
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