-35.1%
LII vs WETO
-99.4%
+64.3%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | +2.1% | -57.2% | +59.3% | +2.0% |
| 30D | -12.4% | -48.8% | +36.4% | -13.2% |
| 3M | -24.8% | -97.7% | +72.9% | -24.5% |
| 6M | -25.2% | -94.3% | +69.1% | -26.1% |
| YTD | -20.3% | -97.0% | +76.8% | -20.7% |
| 1Y | -32.9% | -98.9% | +66.0% | -33.0% |
| All | -35.1% | -99.4% | +64.3% | -35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling