-8.6%
LII vs WST
+19.1%
-27.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.8% | -2.2% |
| 7D | -0.6% | -3.1% | +2.5% | -0.2% |
| 30D | -4.6% | +9.1% | -13.7% | -5.7% |
| 3M | -21.2% | +14.7% | -35.9% | -22.7% |
| 6M | -36.4% | +28.0% | -64.4% | -38.6% |
| YTD | -28.9% | +45.6% | -74.6% | -32.8% |
| 1Y | -29.5% | +45.7% | -75.2% | -33.4% |
| 3Y | -8.6% | +21.1% | -29.7% | -18.9% |
| All | -8.6% | +19.1% | -27.6% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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