-26.2%
LII vs WSM
+44.0%
-70.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.5% | -2.9% | +0.2% |
| 7D | +7.9% | +8.0% | -0.1% | +3.6% |
| 30D | -0.6% | +13.5% | -14.1% | -7.0% |
| 3M | -19.3% | +8.8% | -28.2% | -22.9% |
| 6M | -29.8% | +54.7% | -84.6% | -42.6% |
| YTD | -25.4% | +53.3% | -78.7% | -40.0% |
| 1Y | -26.2% | +41.1% | -67.3% | -38.5% |
| All | -26.2% | +44.0% | -70.2% | -38.5% |
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