+4,750.5%
GWW vs LII
+2,783.5%
+1,966.9%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +1.9% |
| 7D | +5.5% | +0.4% | +5.1% | +5.4% |
| 30D | +14.4% | -2.4% | +16.8% | +14.9% |
| 3M | +13.7% | -17.5% | +31.2% | +20.3% |
| 6M | +20.1% | -32.8% | +52.9% | +33.9% |
| YTD | +47.1% | -27.7% | +74.8% | +59.2% |
| 1Y | +56.2% | -28.1% | +84.3% | +69.3% |
| 3Y | +90.5% | -9.7% | +100.2% | +87.8% |
| 5Y | +221.2% | +19.5% | +201.7% | +185.0% |
| 10Y | +648.4% | +170.6% | +477.8% | +412.7% |
| All | +4,750.5% | +2,783.5% | +1,966.9% | +1,522.8% |
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