+27.6%
LII vs NWSA
+40.7%
-13.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +2.0% |
| 7D | -0.7% | -1.9% | +1.1% | +0.1% |
| 30D | -12.6% | +4.6% | -17.2% | -14.6% |
| 3M | -24.4% | +13.2% | -37.7% | -29.4% |
| 6M | -28.7% | +27.0% | -55.7% | -37.4% |
| YTD | -19.1% | +16.8% | -36.0% | -26.4% |
| 1Y | -29.7% | +4.5% | -34.2% | -32.3% |
| 3Y | +4.8% | +46.2% | -41.4% | -16.0% |
| All | +27.6% | +40.7% | -13.0% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling