-38.3%
LII vs WETO
-99.4%
+61.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.4% | +3.7% | -1.8% |
| 7D | -6.3% | -4.3% | -2.0% | -6.3% |
| 30D | -13.0% | -39.9% | +26.9% | -13.9% |
| 3M | -29.0% | -97.9% | +68.9% | -28.7% |
| 6M | -27.7% | -95.0% | +67.4% | -28.4% |
| YTD | -24.2% | -97.2% | +72.9% | -24.6% |
| 1Y | -34.8% | -98.9% | +64.1% | -34.9% |
| All | -38.3% | -99.4% | +61.1% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 10y: compounded portfolio wealth divided by compounded WETO 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…
10y analysis · Full analysis span regression · 6 months rolling