+162.9%
LII vs WTW
+212.3%
-49.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.9% | -0.2% |
| 7D | -0.2% | -2.3% | +2.1% | +0.6% |
| 30D | -0.6% | +10.7% | -11.3% | -4.1% |
| 3M | -17.0% | -3.1% | -13.9% | -16.2% |
| 6M | -31.1% | +31.7% | -62.8% | -38.2% |
| YTD | -27.7% | +1.1% | -28.7% | -29.0% |
| 1Y | -26.2% | +4.1% | -30.2% | -28.4% |
| 3Y | -9.6% | +42.1% | -51.7% | -23.7% |
| 5Y | +15.7% | +52.2% | -36.6% | -6.4% |
| All | +162.9% | +212.3% | -49.3% | +61.9% |
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