+1,125.8%
LII vs GWRE
+869.7%
+256.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -19.9% | +21.1% | +5.2% |
| 7D | -0.7% | -21.1% | +20.4% | +3.5% |
| 30D | -12.6% | +1.3% | -13.9% | -13.6% |
| 3M | -24.4% | +7.4% | -31.9% | -27.0% |
| 6M | -28.7% | +5.6% | -34.3% | -32.1% |
| YTD | -19.1% | -19.2% | +0.1% | -18.4% |
| 1Y | -29.7% | -25.1% | -4.6% | -28.0% |
| 3Y | +4.8% | +87.7% | -82.9% | -17.6% |
| 5Y | +24.6% | +32.0% | -7.5% | +3.7% |
| 10Y | +169.2% | +157.8% | +11.4% | +87.1% |
| All | +1,125.8% | +869.7% | +256.1% | +564.4% |
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