-29.5%
LII vs BWA
+10.1%
-39.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.6% | -2.6% |
| 7D | -0.6% | -5.5% | +4.8% | +0.7% |
| 30D | -4.6% | -21.7% | +17.1% | +1.2% |
| 3M | -21.2% | -25.6% | +4.4% | -15.5% |
| 6M | -36.4% | -17.4% | -19.0% | -34.2% |
| YTD | -28.9% | +9.2% | -38.1% | -36.3% |
| 1Y | -29.5% | +9.7% | -39.3% | -36.9% |
| All | -29.5% | +10.1% | -39.6% | -36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling