+2.0%
LII vs WTW
+65.4%
-63.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -0.8% |
| 7D | +2.1% | -2.7% | +4.8% | +2.6% |
| 30D | -12.4% | -5.6% | -6.8% | -11.5% |
| 3M | -24.8% | +26.5% | -51.3% | -28.4% |
| 6M | -25.2% | +8.1% | -33.3% | -26.1% |
| YTD | -20.3% | -0.3% | -20.0% | -19.3% |
| 1Y | -32.9% | -0.9% | -32.1% | -32.1% |
| 3Y | +2.0% | +66.6% | -64.6% | -15.8% |
| All | +2.0% | +65.4% | -63.3% | -15.8% |
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