+4.0%
LII vs WCN
+22.4%
-18.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.3% | +1.4% |
| 7D | -0.7% | -0.6% | -0.1% | -0.6% |
| 30D | -12.6% | +0.4% | -13.0% | -12.7% |
| 3M | -24.4% | +7.3% | -31.8% | -26.0% |
| 6M | -28.7% | -2.5% | -26.2% | -28.3% |
| YTD | -19.1% | -5.4% | -13.8% | -18.0% |
| 1Y | -29.7% | -8.5% | -21.2% | -27.8% |
| All | +4.0% | +22.4% | -18.3% | +2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling