+162.9%
LII vs WU
-39.7%
+202.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.3% |
| 7D | -0.2% | -5.3% | +5.1% | +1.6% |
| 30D | -0.6% | +9.0% | -9.6% | -3.8% |
| 3M | -17.0% | -3.6% | -13.4% | -16.4% |
| 6M | -31.1% | -19.4% | -11.7% | -26.9% |
| YTD | -27.7% | -21.7% | -6.0% | -22.8% |
| 1Y | -26.2% | -16.1% | -10.0% | -23.2% |
| 3Y | -9.6% | -24.1% | +14.5% | -4.5% |
| 5Y | +15.7% | -44.1% | +59.8% | +34.1% |
| All | +162.9% | -39.7% | +202.7% | +178.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling