-7.8%
LII vs BWA
+64.0%
-71.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +2.9% | +4.3% | -1.3% | +1.5% |
| 30D | +0.9% | -13.0% | +13.9% | +5.6% |
| 3M | -15.5% | -24.8% | +9.3% | -7.3% |
| 6M | -30.2% | -23.5% | -6.7% | -24.3% |
| YTD | -26.8% | +13.8% | -40.7% | -34.0% |
| 1Y | -25.3% | +13.4% | -38.7% | -32.6% |
| 3Y | -7.8% | +62.8% | -70.5% | -30.8% |
| All | -7.8% | +64.0% | -71.7% | -30.8% |
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