+165.4%
LII vs BBWI
-43.7%
+209.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -1.3% |
| 7D | -0.6% | -6.2% | +5.6% | +0.7% |
| 30D | -4.6% | +19.9% | -24.5% | -8.0% |
| 3M | -21.2% | +7.1% | -28.4% | -22.7% |
| 6M | -36.4% | +13.7% | -50.1% | -38.6% |
| YTD | -28.9% | +9.6% | -38.5% | -31.4% |
| 1Y | -29.5% | -1.6% | -27.9% | -31.3% |
| 3Y | -8.6% | -25.9% | +17.3% | -8.2% |
| 5Y | +20.2% | -67.8% | +88.0% | +35.0% |
| All | +165.4% | -43.7% | +209.1% | +141.5% |
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