+171.3%
LII vs WWD
+485.4%
-314.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.8% |
| 7D | -0.7% | +1.3% | -2.0% | -1.2% |
| 30D | -12.6% | -7.2% | -5.4% | -10.2% |
| 3M | -24.4% | -3.8% | -20.6% | -23.2% |
| 6M | -28.7% | -9.9% | -18.8% | -25.9% |
| YTD | -19.1% | +14.8% | -34.0% | -23.1% |
| 1Y | -29.7% | +42.1% | -71.8% | -38.2% |
| 3Y | +4.8% | +170.8% | -166.0% | -28.1% |
| 5Y | +24.6% | +197.5% | -173.0% | -18.9% |
| All | +171.3% | +485.4% | -314.1% | +34.4% |
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