+5,726.8%
SHW vs LII
+2,790.7%
+2,936.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.8% | -1.2% | -3.1% |
| 7D | +5.7% | +0.2% | +5.5% | +5.8% |
| 30D | +8.7% | -4.6% | +13.3% | +10.2% |
| 3M | -5.4% | -21.7% | +16.3% | +2.0% |
| 6M | +12.2% | -32.8% | +45.0% | +25.8% |
| YTD | +8.5% | -27.5% | +36.0% | +18.2% |
| 1Y | +4.9% | -28.0% | +32.9% | +14.5% |
| 3Y | +42.8% | -7.2% | +50.1% | +41.8% |
| 5Y | +14.5% | +22.6% | -8.1% | +3.2% |
| 10Y | +373.0% | +171.5% | +201.4% | +236.1% |
| All | +5,726.8% | +2,790.7% | +2,936.2% | +2,042.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling