+147.8%
SW vs LII
+168.6%
-20.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.9% |
| 7D | -5.1% | -0.7% | -4.4% | -4.9% |
| 30D | -4.6% | -12.6% | +8.0% | -0.8% |
| 3M | +9.4% | -24.4% | +33.8% | +18.1% |
| 6M | +3.5% | -28.7% | +32.2% | +13.2% |
| YTD | +22.0% | -19.1% | +41.2% | +29.4% |
| 1Y | +2.2% | -29.7% | +31.9% | +12.0% |
| 3Y | +19.6% | +4.8% | +14.8% | +21.5% |
| 5Y | -2.3% | +24.6% | -26.9% | -5.4% |
| All | +147.8% | +168.6% | -20.8% | +111.2% |
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