+7.3%
LII vs WWD
+166.3%
-159.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.7% |
| 7D | -0.7% | +1.3% | -2.0% | -1.2% |
| 30D | -12.6% | -7.2% | -5.4% | -9.9% |
| 3M | -24.4% | -3.8% | -20.6% | -22.7% |
| 6M | -28.7% | -9.9% | -18.8% | -25.4% |
| YTD | -19.1% | +14.8% | -34.0% | -22.8% |
| 1Y | -29.7% | +42.1% | -71.8% | -38.4% |
| All | +7.3% | +166.3% | -159.0% | -31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling