+3,188.9%
LII vs WST
+4,738.7%
-1,549.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.4% |
| 7D | -0.7% | +0.7% | -1.5% | -1.0% |
| 30D | -12.6% | -3.1% | -9.5% | -11.7% |
| 3M | -24.4% | +7.2% | -31.6% | -26.4% |
| 6M | -28.7% | +36.8% | -65.5% | -36.6% |
| YTD | -19.1% | +23.8% | -43.0% | -25.8% |
| 1Y | -29.7% | +37.8% | -67.5% | -38.2% |
| 3Y | +4.8% | -15.9% | +20.7% | +0.2% |
| 5Y | +24.6% | -25.8% | +50.4% | +21.2% |
| 10Y | +169.2% | +319.6% | -150.4% | +19.5% |
| All | +3,188.9% | +4,738.7% | -1,549.9% | +366.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling