-29.7%
LII vs BBWI
-34.3%
+4.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.7% | +0.7% |
| 7D | -0.7% | +1.5% | -2.2% | -1.0% |
| 30D | -12.6% | -5.2% | -7.4% | -12.0% |
| 3M | -24.4% | +11.1% | -35.5% | -25.4% |
| 6M | -28.7% | -13.4% | -15.3% | -28.1% |
| YTD | -19.1% | +0.1% | -19.2% | -19.3% |
| 1Y | -29.7% | -36.1% | +6.4% | -31.2% |
| All | -29.7% | -34.3% | +4.6% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling