+356.5%
SHW vs LII
+170.7%
+185.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.2% | +1.8% | +3.0% |
| 7D | +1.6% | -1.2% | +2.8% | +2.2% |
| 30D | +12.1% | -2.0% | +14.0% | +12.8% |
| 3M | -3.0% | -20.2% | +17.3% | +7.0% |
| 6M | +13.5% | -32.5% | +46.1% | +32.7% |
| YTD | +11.2% | -27.4% | +38.6% | +24.7% |
| 1Y | +6.2% | -28.2% | +34.4% | +19.5% |
| 3Y | +45.6% | -7.2% | +52.9% | +39.5% |
| 5Y | +15.6% | +19.9% | -4.3% | -5.5% |
| 10Y | +356.5% | +168.6% | +187.8% | +175.1% |
| All | +356.5% | +170.7% | +185.7% | +175.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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