-32.0%
LII vs WU
-9.0%
-23.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.1% | +1.3% |
| 7D | -0.7% | -0.8% | +0.1% | -0.6% |
| 30D | -12.6% | -1.1% | -11.5% | -12.5% |
| 3M | -24.4% | -3.9% | -20.6% | -24.4% |
| 6M | -28.7% | -20.7% | -8.0% | -25.6% |
| YTD | -19.1% | -18.4% | -0.8% | -16.4% |
| All | -32.0% | -9.0% | -23.0% | -30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling