+18.8%
LII vs WCN
+48.0%
-29.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +2.9% | +2.6% | +0.3% | +1.9% |
| 30D | +0.9% | +23.9% | -23.0% | -7.6% |
| 3M | -15.5% | +17.4% | -32.9% | -20.9% |
| 6M | -30.2% | +28.0% | -58.2% | -37.4% |
| YTD | -26.8% | +11.6% | -38.4% | -30.5% |
| 1Y | -25.3% | +16.9% | -42.1% | -30.8% |
| 3Y | -7.8% | +51.6% | -59.4% | -27.2% |
| All | +18.8% | +48.0% | -29.1% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling