+168.6%
LII vs WU
-36.4%
+205.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | -1.2% | +9.1% | -10.2% | -4.3% |
| 30D | -2.0% | +12.1% | -14.0% | -6.0% |
| 3M | -20.2% | +0.3% | -20.6% | -20.7% |
| 6M | -32.5% | -19.1% | -13.4% | -28.4% |
| YTD | -27.4% | -19.2% | -8.1% | -23.2% |
| 1Y | -28.2% | -15.3% | -12.9% | -25.5% |
| 3Y | -7.2% | -21.3% | +14.1% | -3.1% |
| 5Y | +19.9% | -41.7% | +61.6% | +36.9% |
| 10Y | +168.6% | -36.0% | +204.6% | +175.8% |
| All | +168.6% | -36.4% | +205.1% | +175.8% |
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