+42.5%
LII vs TW
+301.3%
-258.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | +2.9% | +3.9% | -1.0% | +1.9% |
| 30D | +0.9% | +19.9% | -19.0% | -4.1% |
| 3M | -15.5% | +25.9% | -41.5% | -20.9% |
| 6M | -30.2% | +21.1% | -51.3% | -34.5% |
| YTD | -26.8% | +23.9% | -50.7% | -32.3% |
| 1Y | -25.3% | +21.2% | -46.5% | -30.3% |
| 3Y | -7.8% | +44.8% | -52.5% | -21.6% |
| 5Y | +17.0% | +41.4% | -24.4% | -2.7% |
| All | +42.5% | +301.3% | -258.8% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling