+19.6%
SW vs LII
+5.3%
+14.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.7% |
| 7D | -5.1% | -0.7% | -4.4% | -4.8% |
| 30D | -4.6% | -12.6% | +8.0% | +1.9% |
| 3M | +9.4% | -24.4% | +33.8% | +23.9% |
| 6M | +3.5% | -28.7% | +32.2% | +19.9% |
| YTD | +22.0% | -19.1% | +41.2% | +33.2% |
| 1Y | +2.2% | -29.7% | +31.9% | +18.3% |
| All | +19.6% | +5.3% | +14.3% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling