-37.2%
LII vs WETO
-99.4%
+62.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.1% | -7.9% | -0.8% |
| 7D | -3.5% | -19.9% | +16.4% | -3.5% |
| 30D | -13.5% | -42.7% | +29.2% | -14.3% |
| 3M | -26.0% | -97.7% | +71.7% | -25.7% |
| 6M | -26.8% | -94.4% | +67.6% | -27.7% |
| YTD | -22.9% | -97.0% | +74.1% | -23.3% |
| 1Y | -32.6% | -98.9% | +66.2% | -32.7% |
| All | -37.2% | -99.4% | +62.2% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling