+165.4%
LII vs WU
-36.0%
+201.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.3% |
| 7D | -0.6% | +11.7% | -12.3% | -4.5% |
| 30D | -4.6% | +12.6% | -17.2% | -8.7% |
| 3M | -21.2% | -0.5% | -20.7% | -21.5% |
| 6M | -36.4% | -18.2% | -18.3% | -32.8% |
| YTD | -28.9% | -19.0% | -9.9% | -25.0% |
| 1Y | -29.5% | -16.7% | -12.8% | -26.4% |
| 3Y | -8.6% | -21.0% | +12.5% | -4.6% |
| 5Y | +20.2% | -41.7% | +61.9% | +37.3% |
| All | +165.4% | -36.0% | +201.4% | +178.5% |
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