-29.7%
LII vs NWSA
+5.5%
-35.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.3% |
| 7D | -0.7% | -1.9% | +1.1% | -0.6% |
| 30D | -12.6% | +4.6% | -17.2% | -13.0% |
| 3M | -24.4% | +13.2% | -37.7% | -25.4% |
| 6M | -28.7% | +27.0% | -55.7% | -31.6% |
| YTD | -19.1% | +16.8% | -36.0% | -21.1% |
| 1Y | -29.7% | +4.5% | -34.2% | -30.4% |
| All | -29.7% | +5.5% | -35.2% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling