+15.7%
LII vs BBWI
-68.3%
+83.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.2% | 0.0% |
| 7D | -0.2% | -4.5% | +4.3% | +1.0% |
| 30D | -0.6% | +17.1% | -17.7% | -4.5% |
| 3M | -17.0% | +17.5% | -34.5% | -20.8% |
| 6M | -31.1% | +12.8% | -43.9% | -33.9% |
| YTD | -27.7% | +8.2% | -35.8% | -30.7% |
| 1Y | -26.2% | -1.8% | -24.3% | -28.4% |
| 3Y | -9.6% | -25.8% | +16.1% | -9.9% |
| 5Y | +15.7% | -68.0% | +83.7% | +38.8% |
| All | +15.7% | -68.3% | +83.9% | +38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling