+165.9%
LII vs WU
-38.9%
+204.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.2% | +0.7% |
| 7D | +2.9% | -2.0% | +5.0% | +3.6% |
| 30D | +0.9% | +11.4% | -10.5% | -3.0% |
| 3M | -15.5% | -6.8% | -8.7% | -13.8% |
| 6M | -30.2% | -14.6% | -15.6% | -27.4% |
| YTD | -26.8% | -20.6% | -6.2% | -22.2% |
| 1Y | -25.3% | -15.4% | -9.9% | -22.5% |
| 3Y | -7.8% | -23.6% | +15.9% | -2.7% |
| 5Y | +17.0% | -43.4% | +60.3% | +35.0% |
| All | +165.9% | -38.9% | +204.8% | +180.7% |
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