+27.6%
LII vs WCC
+216.1%
-188.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.9% | -2.7% | -0.2% |
| 7D | -0.7% | +4.5% | -5.2% | -2.3% |
| 30D | -12.6% | -5.8% | -6.8% | -11.0% |
| 3M | -24.4% | -3.7% | -20.8% | -23.8% |
| 6M | -28.7% | +23.1% | -51.8% | -34.2% |
| YTD | -19.1% | +44.2% | -63.3% | -29.8% |
| 1Y | -29.7% | +62.1% | -91.8% | -41.7% |
| 3Y | +4.8% | +121.1% | -116.3% | -26.2% |
| All | +27.6% | +216.1% | -188.4% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling