+22.6%
LII vs WST
-7.2%
+29.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.0% | +1.2% | -1.9% |
| 7D | +0.2% | -5.8% | +6.0% | +1.6% |
| 30D | -4.6% | +5.3% | -9.9% | -5.7% |
| 3M | -21.7% | +11.8% | -33.5% | -23.7% |
| 6M | -32.8% | +26.7% | -59.5% | -36.5% |
| YTD | -27.5% | +43.0% | -70.5% | -33.7% |
| 1Y | -28.0% | +38.9% | -66.8% | -33.7% |
| 3Y | -7.2% | +18.2% | -25.4% | -17.4% |
| 5Y | +22.6% | -1.5% | +24.1% | +14.8% |
| All | +22.6% | -7.2% | +29.9% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling