-32.9%
LII vs WCN
-8.2%
-24.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.3% | -1.3% |
| 7D | +2.1% | -0.4% | +2.5% | +2.1% |
| 30D | -12.4% | -2.1% | -10.3% | -12.4% |
| 3M | -24.8% | +6.4% | -31.2% | -25.1% |
| 6M | -25.2% | -3.7% | -21.5% | -24.8% |
| YTD | -20.3% | -6.4% | -13.9% | -19.7% |
| 1Y | -32.9% | -7.9% | -25.0% | -30.9% |
| All | -32.9% | -8.2% | -24.7% | -30.9% |
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