+4.0%
LII vs WSM
+238.8%
-234.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +0.5% |
| 7D | -0.7% | -3.3% | +2.5% | +0.4% |
| 30D | -12.6% | -8.4% | -4.2% | -10.0% |
| 3M | -24.4% | +9.7% | -34.1% | -26.5% |
| 6M | -28.7% | +16.7% | -45.4% | -32.1% |
| YTD | -19.1% | +28.7% | -47.8% | -25.5% |
| 1Y | -29.7% | +13.7% | -43.4% | -32.9% |
| All | +4.0% | +238.8% | -234.7% | -22.9% |
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