-26.2%
LII vs WCN
+16.1%
-42.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.8% | +0.8% | +3.2% |
| 7D | +7.9% | +6.7% | +1.2% | +6.9% |
| 30D | -0.6% | +24.3% | -24.9% | -2.9% |
| 3M | -19.3% | +16.1% | -35.4% | -20.9% |
| 6M | -29.8% | +19.9% | -49.8% | -31.3% |
| YTD | -25.4% | +10.1% | -35.5% | -25.5% |
| 1Y | -26.2% | +14.4% | -40.6% | -27.6% |
| All | -26.2% | +16.1% | -42.3% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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