+23.1%
LII vs GWRE
+14.4%
+8.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.6% |
| 7D | -3.5% | -30.9% | +27.5% | +2.3% |
| 30D | -13.5% | -20.7% | +7.2% | -10.7% |
| 3M | -26.0% | +20.2% | -46.2% | -30.1% |
| 6M | -26.8% | -11.9% | -15.0% | -27.2% |
| YTD | -22.9% | -30.3% | +7.5% | -18.4% |
| 1Y | -32.6% | -44.6% | +12.0% | -23.6% |
| 3Y | -1.3% | +48.8% | -50.1% | -25.1% |
| 5Y | +23.1% | +14.8% | +8.3% | -4.6% |
| All | +23.1% | +14.4% | +8.6% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling