+167.2%
LII vs WU
-41.4%
+208.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.5% |
| 7D | +2.1% | -0.8% | +3.0% | +2.3% |
| 30D | -12.4% | -1.1% | -11.3% | -12.2% |
| 3M | -24.8% | -1.8% | -23.0% | -25.3% |
| 6M | -25.2% | -23.9% | -1.2% | -18.7% |
| YTD | -20.3% | -20.4% | +0.2% | -15.0% |
| 1Y | -32.9% | -10.6% | -22.4% | -32.0% |
| 3Y | +2.0% | -27.7% | +29.8% | +9.7% |
| 5Y | +24.4% | -51.1% | +75.6% | +52.0% |
| 10Y | +167.2% | -40.7% | +207.9% | +193.4% |
| All | +167.2% | -41.4% | +208.6% | +193.4% |
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