-29.7%
LII vs WSM
+19.9%
-49.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +0.1% |
| 7D | -0.7% | -3.3% | +2.5% | +0.9% |
| 30D | -12.6% | -8.4% | -4.2% | -8.7% |
| 3M | -24.4% | +9.7% | -34.1% | -27.3% |
| 6M | -28.7% | +16.7% | -45.4% | -33.5% |
| YTD | -19.1% | +28.7% | -47.8% | -28.8% |
| 1Y | -29.7% | +13.7% | -43.4% | -35.4% |
| All | -29.7% | +19.9% | -49.6% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling