+1,009.1%
LII vs GWRE
+844.6%
+164.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.3% | +1.4% |
| 7D | +2.9% | -2.0% | +4.9% | +3.3% |
| 30D | +0.9% | -4.1% | +5.0% | +1.5% |
| 3M | -15.5% | -13.4% | -2.2% | -14.2% |
| 6M | -30.2% | +26.0% | -56.2% | -35.7% |
| YTD | -26.8% | -21.3% | -5.6% | -26.1% |
| 1Y | -25.3% | -27.5% | +2.2% | -23.0% |
| 3Y | -7.8% | +72.7% | -80.4% | -26.2% |
| 5Y | +17.0% | +26.4% | -9.4% | -2.1% |
| 10Y | +169.9% | +169.3% | +0.6% | +85.1% |
| All | +1,009.1% | +844.6% | +164.5% | +501.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling