+3,188.9%
LII vs WCN
+3,678.8%
-490.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.3% | +1.5% |
| 7D | -0.7% | -0.6% | -0.1% | -0.5% |
| 30D | -12.6% | +0.4% | -13.0% | -12.7% |
| 3M | -24.4% | +7.3% | -31.8% | -26.3% |
| 6M | -28.7% | -2.5% | -26.2% | -28.6% |
| YTD | -19.1% | -5.4% | -13.8% | -18.4% |
| 1Y | -29.7% | -8.5% | -21.2% | -28.5% |
| 3Y | +4.8% | +20.8% | -16.0% | -2.7% |
| 5Y | +24.6% | +30.0% | -5.5% | +13.0% |
| 10Y | +169.2% | +238.4% | -69.2% | +85.9% |
| All | +3,188.9% | +3,678.8% | -490.0% | +1,123.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling