+163.0%
LII vs WTW
+198.0%
-35.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.8% | -1.8% |
| 7D | -6.3% | -5.7% | -0.6% | -4.3% |
| 30D | -13.0% | -7.3% | -5.8% | -10.8% |
| 3M | -29.0% | +21.5% | -50.5% | -34.1% |
| 6M | -27.7% | +9.6% | -37.3% | -30.9% |
| YTD | -24.2% | -3.3% | -20.9% | -24.4% |
| 1Y | -34.8% | -6.1% | -28.7% | -34.3% |
| 3Y | -4.2% | +61.8% | -66.1% | -23.4% |
| 5Y | +20.9% | +42.7% | -21.8% | +0.5% |
| All | +163.0% | +198.0% | -35.1% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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