-8.6%
LII vs WCN
+45.2%
-53.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.5% |
| 7D | -0.6% | +2.9% | -3.5% | -1.4% |
| 30D | -4.6% | +22.1% | -26.7% | -9.9% |
| 3M | -21.2% | +13.2% | -34.4% | -24.0% |
| 6M | -36.4% | +23.7% | -60.1% | -40.5% |
| YTD | -28.9% | +8.7% | -37.7% | -30.6% |
| 1Y | -29.5% | +15.3% | -44.9% | -33.0% |
| 3Y | -8.6% | +46.0% | -54.6% | -23.6% |
| All | -8.6% | +45.2% | -53.7% | -23.6% |
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 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