+24.4%
LII vs WSM
+189.5%
-165.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | +2.1% | +2.6% | -0.5% | +1.2% |
| 30D | -12.4% | -9.5% | -2.9% | -9.3% |
| 3M | -24.8% | +12.9% | -37.7% | -27.8% |
| 6M | -25.2% | +23.0% | -48.2% | -30.4% |
| YTD | -20.3% | +28.9% | -49.2% | -27.2% |
| 1Y | -32.9% | +13.7% | -46.6% | -36.3% |
| 3Y | +2.0% | +232.6% | -230.6% | -36.7% |
| 5Y | +24.4% | +185.9% | -161.4% | -25.5% |
| All | +24.4% | +189.5% | -165.0% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling