+282.9%
SHW vs LII
+171.3%
+111.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.7% | -0.1% |
| 7D | -3.2% | -0.7% | -2.5% | -2.9% |
| 30D | -9.5% | -12.6% | +3.1% | -3.9% |
| 3M | +11.5% | -24.4% | +35.9% | +24.4% |
| 6M | -3.5% | -28.7% | +25.2% | +9.8% |
| YTD | +3.7% | -19.1% | +22.9% | +11.1% |
| 1Y | -7.9% | -29.7% | +21.8% | +4.7% |
| 3Y | +24.7% | +4.8% | +19.9% | +12.9% |
| 5Y | +13.6% | +24.6% | -11.0% | -8.7% |
| All | +282.9% | +171.3% | +111.5% | +114.2% |
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