+2,848.5%
LII vs WST
+5,486.1%
-2,637.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.0% | +1.2% | -1.5% |
| 7D | +0.2% | -5.8% | +6.0% | +2.3% |
| 30D | -4.6% | +5.3% | -9.9% | -6.3% |
| 3M | -21.7% | +11.8% | -33.5% | -24.8% |
| 6M | -32.8% | +26.7% | -59.5% | -38.4% |
| YTD | -27.5% | +43.0% | -70.5% | -36.8% |
| 1Y | -28.0% | +38.9% | -66.8% | -36.7% |
| 3Y | -7.2% | +18.2% | -25.4% | -21.9% |
| 5Y | +22.6% | -1.5% | +24.1% | +7.5% |
| 10Y | +171.5% | +439.0% | -267.4% | +9.7% |
| All | +2,848.5% | +5,486.1% | -2,637.6% | +297.3% |
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