+19.9%
LII vs WSM
+184.9%
-165.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.0% | -0.8% | +1.1% |
| 7D | -1.2% | +0.9% | -2.0% | -1.5% |
| 30D | -2.0% | +8.6% | -10.5% | -4.8% |
| 3M | -20.2% | +4.2% | -24.5% | -21.4% |
| 6M | -32.5% | +44.6% | -77.2% | -40.8% |
| YTD | -27.4% | +48.5% | -75.9% | -37.0% |
| 1Y | -28.2% | +34.7% | -62.8% | -35.7% |
| 3Y | -7.2% | +271.0% | -278.3% | -44.8% |
| 5Y | +19.9% | +180.9% | -161.0% | -29.2% |
| All | +19.9% | +184.9% | -165.0% | -29.2% |
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