+168.6%
LII vs WCC
+492.1%
-323.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.1% | -5.9% | -0.2% |
| 7D | -1.2% | -5.7% | +4.5% | 0.0% |
| 30D | -2.0% | -13.5% | +11.5% | +1.4% |
| 3M | -20.2% | -12.9% | -7.4% | -18.1% |
| 6M | -32.5% | -10.7% | -21.9% | -31.4% |
| YTD | -27.4% | +30.0% | -57.4% | -34.4% |
| 1Y | -28.2% | +24.7% | -52.9% | -34.4% |
| 3Y | -7.2% | +136.6% | -143.8% | -32.7% |
| 5Y | +19.9% | +143.9% | -124.0% | -16.8% |
| 10Y | +168.6% | +465.9% | -297.3% | +44.2% |
| All | +168.6% | +492.1% | -323.4% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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