+2,790.8%
LII vs WCN
+4,242.2%
-1,451.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.5% |
| 7D | -0.6% | +2.9% | -3.5% | -1.5% |
| 30D | -4.6% | +22.1% | -26.7% | -10.4% |
| 3M | -21.2% | +13.2% | -34.4% | -24.2% |
| 6M | -36.4% | +23.7% | -60.1% | -40.8% |
| YTD | -28.9% | +8.7% | -37.7% | -31.4% |
| 1Y | -29.5% | +15.3% | -44.9% | -33.3% |
| 3Y | -8.6% | +46.0% | -54.6% | -19.8% |
| 5Y | +20.2% | +45.9% | -25.7% | +5.1% |
| 10Y | +166.2% | +311.1% | -144.8% | +73.3% |
| All | +2,790.8% | +4,242.2% | -1,451.4% | +928.8% |
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