-7.8%
LII vs TW
+44.1%
-51.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.1% |
| 7D | +2.9% | +3.9% | -1.0% | +2.6% |
| 30D | +0.9% | +19.9% | -19.0% | -0.5% |
| 3M | -15.5% | +25.9% | -41.5% | -17.0% |
| 6M | -30.2% | +21.1% | -51.3% | -31.0% |
| YTD | -26.8% | +23.9% | -50.7% | -28.1% |
| 1Y | -25.3% | +21.2% | -46.5% | -26.3% |
| 3Y | -7.8% | +44.8% | -52.5% | -13.5% |
| All | -7.8% | +44.1% | -51.8% | -13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling