+165.4%
LII vs WWD
+461.1%
-295.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.4% | -5.4% | -3.2% |
| 7D | -0.6% | +4.2% | -4.8% | -2.3% |
| 30D | -4.6% | -2.1% | -2.5% | -4.3% |
| 3M | -21.2% | -13.2% | -8.0% | -17.5% |
| 6M | -36.4% | -16.9% | -19.6% | -32.2% |
| YTD | -28.9% | +5.2% | -34.2% | -30.5% |
| 1Y | -29.5% | +20.6% | -50.1% | -34.6% |
| 3Y | -8.6% | +146.3% | -154.9% | -35.3% |
| 5Y | +20.2% | +171.3% | -151.1% | -19.2% |
| All | +165.4% | +461.1% | -295.7% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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