+55.4%
LII vs TW
+211.4%
-156.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -0.5% |
| 7D | +2.1% | -3.5% | +5.6% | +3.1% |
| 30D | -12.4% | +0.5% | -12.9% | -12.6% |
| 3M | -24.8% | +4.9% | -29.7% | -26.5% |
| 6M | -25.2% | -17.1% | -8.1% | -21.7% |
| YTD | -20.3% | -3.9% | -16.4% | -20.7% |
| 1Y | -32.9% | -13.3% | -19.7% | -31.2% |
| 3Y | +2.0% | +20.9% | -18.9% | -9.2% |
| 5Y | +24.4% | +20.5% | +3.9% | +8.1% |
| All | +55.4% | +211.4% | -156.0% | +2.9% |
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