+168.6%
LII vs WCN
+302.6%
-134.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +1.9% |
| 7D | -1.2% | +1.2% | -2.4% | -1.7% |
| 30D | -2.0% | +24.6% | -26.5% | -12.3% |
| 3M | -20.2% | +14.2% | -34.4% | -25.5% |
| 6M | -32.5% | +25.7% | -58.2% | -40.4% |
| YTD | -27.4% | +9.3% | -36.7% | -31.6% |
| 1Y | -28.2% | +15.3% | -43.5% | -34.4% |
| 3Y | -7.2% | +48.6% | -55.8% | -27.8% |
| 5Y | +19.9% | +46.9% | -27.0% | -7.5% |
| 10Y | +168.6% | +298.1% | -129.5% | +40.0% |
| All | +168.6% | +302.6% | -134.0% | +40.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling