+171.3%
LII vs BWA
+150.8%
+20.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.6% | +0.2% |
| 7D | -0.7% | +5.7% | -6.4% | -2.7% |
| 30D | -12.6% | +1.4% | -14.0% | -13.2% |
| 3M | -24.4% | -12.1% | -12.4% | -21.4% |
| 6M | -28.7% | +28.6% | -57.3% | -35.4% |
| YTD | -19.1% | +51.1% | -70.2% | -31.8% |
| 1Y | -29.7% | +55.9% | -85.6% | -41.4% |
| 3Y | +4.8% | +70.1% | -65.4% | -17.3% |
| 5Y | +24.6% | +90.7% | -66.1% | -7.7% |
| All | +171.3% | +150.8% | +20.5% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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