+165.4%
LII vs BWA
+84.4%
+81.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.6% | -2.9% |
| 7D | -0.6% | -5.5% | +4.8% | +1.2% |
| 30D | -4.6% | -21.7% | +17.1% | +3.5% |
| 3M | -21.2% | -25.6% | +4.4% | -13.4% |
| 6M | -36.4% | -17.4% | -19.0% | -33.1% |
| YTD | -28.9% | +9.2% | -38.1% | -33.2% |
| 1Y | -29.5% | +9.7% | -39.3% | -34.0% |
| 3Y | -8.6% | +54.6% | -63.2% | -25.6% |
| 5Y | +20.2% | +26.8% | -6.6% | +2.0% |
| All | +165.4% | +84.4% | +81.0% | +96.7% |
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