-8.1%
LII vs WWD
+154.7%
-162.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.3% |
| 7D | -2.3% | +3.7% | -6.0% | -3.8% |
| 30D | -1.7% | +1.8% | -3.5% | -2.8% |
| 3M | -18.3% | -5.0% | -13.3% | -17.0% |
| 6M | -32.3% | -8.4% | -23.9% | -29.9% |
| YTD | -27.1% | +12.3% | -39.4% | -29.8% |
| 1Y | -27.2% | +26.2% | -53.4% | -33.0% |
| All | -8.1% | +154.7% | -162.8% | -33.3% |
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