+356.1%
SHW vs LII
+162.0%
+194.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.5% | -0.5% |
| 7D | +3.5% | -0.6% | +4.1% | +3.9% |
| 30D | +9.2% | -4.6% | +13.8% | +11.3% |
| 3M | -5.1% | -21.2% | +16.1% | +5.2% |
| 6M | +6.8% | -36.4% | +43.3% | +28.3% |
| YTD | +7.0% | -28.9% | +35.9% | +21.0% |
| 1Y | +4.1% | -29.5% | +33.6% | +18.1% |
| 3Y | +41.1% | -8.6% | +49.6% | +35.9% |
| 5Y | +12.9% | +20.2% | -7.3% | -7.9% |
| All | +356.1% | +162.0% | +194.2% | +177.6% |
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