+167.2%
LII vs WCN
+239.1%
-71.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.3% | -0.9% |
| 7D | +2.1% | -0.4% | +2.5% | +2.3% |
| 30D | -12.4% | -2.1% | -10.3% | -11.4% |
| 3M | -24.8% | +6.4% | -31.2% | -27.6% |
| 6M | -25.2% | -3.7% | -21.5% | -24.5% |
| YTD | -20.3% | -6.4% | -13.9% | -18.7% |
| 1Y | -32.9% | -7.9% | -25.0% | -31.2% |
| 3Y | +2.0% | +20.8% | -18.8% | -11.8% |
| 5Y | +24.4% | +29.0% | -4.5% | +2.5% |
| 10Y | +167.2% | +236.4% | -69.1% | +47.3% |
| All | +167.2% | +239.1% | -71.9% | +47.3% |
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