-8.1%
LII vs BBWI
-22.8%
+14.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -2.3% | -7.7% | +5.4% | -0.4% |
| 30D | -1.7% | +24.8% | -26.4% | -6.6% |
| 3M | -18.3% | +16.2% | -34.5% | -21.5% |
| 6M | -32.3% | +15.8% | -48.1% | -35.1% |
| YTD | -27.1% | +11.4% | -38.5% | -30.2% |
| 1Y | -27.2% | +3.2% | -30.4% | -29.8% |
| All | -8.1% | -22.8% | +14.7% | -5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling