-8.8%
LII vs WTW
+41.9%
-50.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.9% | -0.5% |
| 7D | -0.2% | -2.3% | +2.1% | +0.2% |
| 30D | -0.6% | +10.7% | -11.3% | -2.3% |
| 3M | -17.0% | -3.1% | -13.9% | -16.7% |
| 6M | -31.1% | +31.7% | -62.8% | -34.6% |
| YTD | -27.7% | +1.1% | -28.7% | -26.9% |
| 1Y | -26.2% | +4.1% | -30.2% | -26.1% |
| All | -8.8% | +41.9% | -50.7% | -12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling