+27.6%
LII vs TW
+23.1%
+4.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.3% | +0.9% |
| 7D | -0.7% | -2.3% | +1.6% | -0.1% |
| 30D | -12.6% | +3.9% | -16.5% | -13.6% |
| 3M | -24.4% | +5.7% | -30.1% | -26.2% |
| 6M | -28.7% | -14.5% | -14.2% | -25.7% |
| YTD | -19.1% | -0.9% | -18.3% | -20.2% |
| 1Y | -29.7% | -13.5% | -16.2% | -27.3% |
| 3Y | +4.8% | +25.0% | -20.2% | -11.8% |
| All | +27.6% | +23.1% | +4.5% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling