+167.7%
LII vs GWRE
+129.6%
+38.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.5% |
| 7D | -3.5% | -30.9% | +27.5% | +3.3% |
| 30D | -13.5% | -20.7% | +7.2% | -10.2% |
| 3M | -26.0% | +20.2% | -46.2% | -30.5% |
| 6M | -26.8% | -11.9% | -15.0% | -27.5% |
| YTD | -22.9% | -30.3% | +7.5% | -19.2% |
| 1Y | -32.6% | -44.6% | +12.0% | -24.8% |
| 3Y | -1.3% | +48.8% | -50.1% | -21.1% |
| 5Y | +23.1% | +14.8% | +8.3% | +1.4% |
| All | +167.7% | +129.6% | +38.1% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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