-8.1%
LII vs BWA
+65.2%
-73.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.3% |
| 7D | -2.3% | +1.7% | -4.0% | -2.9% |
| 30D | -1.7% | -14.6% | +12.9% | +3.5% |
| 3M | -18.3% | -26.2% | +8.0% | -9.6% |
| 6M | -32.3% | -18.4% | -13.9% | -28.5% |
| YTD | -27.1% | +14.7% | -41.8% | -34.4% |
| 1Y | -27.2% | +13.3% | -40.5% | -34.2% |
| All | -8.1% | +65.2% | -73.3% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling