+528.7%
LII vs NWSA
+98.2%
+430.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.6% | -1.8% |
| 7D | -0.6% | -9.4% | +8.8% | +2.6% |
| 30D | -4.6% | -7.8% | +3.2% | -2.0% |
| 3M | -21.2% | -10.8% | -10.5% | -18.3% |
| 6M | -36.4% | +1.1% | -37.5% | -37.5% |
| YTD | -28.9% | +1.8% | -30.7% | -30.6% |
| 1Y | -29.5% | +6.0% | -35.5% | -32.3% |
| 3Y | -8.6% | +24.6% | -33.1% | -17.2% |
| 5Y | +20.2% | +13.1% | +7.1% | +9.9% |
| 10Y | +166.2% | +148.5% | +17.7% | +81.3% |
| All | +528.7% | +98.2% | +430.5% | +355.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling