+170.6%
LII vs BBWI
-44.4%
+215.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +0.4% | -4.2% | +4.7% | +1.3% |
| 30D | -2.4% | +24.9% | -27.2% | -6.6% |
| 3M | -17.5% | +13.2% | -30.7% | -19.9% |
| 6M | -32.8% | +12.1% | -44.9% | -34.9% |
| YTD | -27.7% | +11.1% | -38.8% | -30.4% |
| 1Y | -28.1% | +0.7% | -28.8% | -30.2% |
| 3Y | -9.7% | -23.8% | +14.1% | -9.8% |
| 5Y | +19.5% | -66.9% | +86.4% | +33.6% |
| 10Y | +170.6% | -45.3% | +216.0% | +146.0% |
| All | +170.6% | -44.4% | +215.0% | +146.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling