-7.8%
LII vs WSM
+260.3%
-268.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.3% | +0.6% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | +0.9% | +5.1% | -4.2% | -0.8% |
| 3M | -15.5% | +5.1% | -20.6% | -17.0% |
| 6M | -30.2% | +48.6% | -78.8% | -38.7% |
| YTD | -26.8% | +44.2% | -71.0% | -35.3% |
| 1Y | -25.3% | +38.1% | -63.4% | -33.1% |
| 3Y | -7.8% | +257.2% | -265.0% | -35.7% |
| All | -7.8% | +260.3% | -268.0% | -35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling