+22.4%
LII vs WTW
+45.2%
-22.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.6% | +1.1% | -1.3% |
| 7D | +0.5% | -7.1% | +7.6% | +2.9% |
| 30D | -11.2% | -8.5% | -2.7% | -8.6% |
| 3M | -28.8% | +20.6% | -49.4% | -33.6% |
| 6M | -26.9% | +7.2% | -34.1% | -29.3% |
| YTD | -22.2% | -3.9% | -18.3% | -21.5% |
| 1Y | -32.0% | -3.6% | -28.4% | -31.6% |
| 3Y | -0.4% | +60.7% | -61.1% | -23.7% |
| 5Y | +22.4% | +42.2% | -19.7% | -5.2% |
| All | +22.4% | +45.2% | -22.8% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling