-27.2%
LII vs WCC
+26.8%
-54.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | -0.2% |
| 7D | -2.3% | +3.3% | -5.6% | -3.4% |
| 30D | -1.7% | -9.4% | +7.8% | +0.5% |
| 3M | -18.3% | -10.5% | -7.8% | -16.5% |
| 6M | -32.3% | -10.4% | -21.9% | -30.9% |
| YTD | -27.1% | +34.4% | -61.5% | -37.7% |
| 1Y | -27.2% | +27.7% | -54.9% | -36.8% |
| All | -27.2% | +26.8% | -54.0% | -36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling