-0.1%
SW vs LII
+26.8%
-26.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.6% | +0.5% | +2.6% |
| 7D | +12.1% | +7.9% | +4.1% | +8.7% |
| 30D | +6.6% | -0.6% | +7.2% | +6.6% |
| 3M | -6.0% | -19.3% | +13.3% | +2.1% |
| 6M | +21.5% | -29.8% | +51.3% | +38.2% |
| YTD | +20.3% | -25.4% | +45.7% | +33.6% |
| 1Y | +28.1% | -26.2% | +54.4% | +42.8% |
| 3Y | +51.6% | -4.5% | +56.1% | +59.7% |
| 5Y | -0.1% | +26.7% | -26.8% | -7.5% |
| All | -0.1% | +26.8% | -26.9% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling