+2,841.2%
LII vs WWD
+10,799.0%
-7,957.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | +0.4% | +0.4% | 0.0% | +0.1% |
| 30D | -2.4% | -0.4% | -2.0% | -2.6% |
| 3M | -17.5% | -6.1% | -11.4% | -16.1% |
| 6M | -32.8% | -9.5% | -23.3% | -30.7% |
| YTD | -27.7% | +10.8% | -38.5% | -30.7% |
| 1Y | -28.1% | +23.5% | -51.6% | -33.7% |
| 3Y | -9.7% | +151.3% | -160.9% | -35.8% |
| 5Y | +19.5% | +187.8% | -168.3% | -19.8% |
| 10Y | +170.6% | +461.1% | -290.5% | +33.2% |
| All | +2,841.2% | +10,799.0% | -7,957.8% | +634.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling