+4.0%
LII vs TW
+26.6%
-22.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.3% | +1.1% |
| 7D | -0.7% | -2.3% | +1.6% | -0.5% |
| 30D | -12.6% | +3.9% | -16.5% | -13.0% |
| 3M | -24.4% | +5.7% | -30.1% | -25.1% |
| 6M | -28.7% | -14.5% | -14.2% | -26.6% |
| YTD | -19.1% | -0.9% | -18.3% | -19.3% |
| 1Y | -29.7% | -13.5% | -16.2% | -27.7% |
| All | +4.0% | +26.6% | -22.6% | -14.0% |
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