+2,143.1%
LII vs WU
-19.6%
+2,162.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.1% | +1.5% |
| 7D | -0.7% | -0.8% | +0.1% | -0.5% |
| 30D | -12.6% | -1.1% | -11.5% | -12.4% |
| 3M | -24.4% | -3.9% | -20.6% | -24.3% |
| 6M | -28.7% | -20.7% | -8.0% | -23.3% |
| YTD | -19.1% | -18.4% | -0.8% | -14.3% |
| 1Y | -29.7% | -8.1% | -21.6% | -29.3% |
| 3Y | +4.8% | -24.2% | +28.9% | +11.2% |
| 5Y | +24.6% | -50.4% | +75.0% | +53.2% |
| 10Y | +169.2% | -40.0% | +209.2% | +193.1% |
| All | +2,143.1% | -19.6% | +2,162.7% | +1,820.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling