+171.4%
LII vs WY
+5.8%
+165.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | +0.5% | -1.7% | +2.2% | +1.2% |
| 30D | -11.2% | -9.9% | -1.4% | -7.3% |
| 3M | -28.8% | -7.5% | -21.3% | -26.5% |
| 6M | -26.9% | -5.1% | -21.8% | -25.3% |
| YTD | -22.2% | -2.1% | -20.1% | -21.7% |
| 1Y | -32.0% | -7.3% | -24.6% | -30.0% |
| 3Y | -0.4% | -22.6% | +22.2% | +9.3% |
| 5Y | +22.4% | -19.8% | +42.2% | +32.5% |
| 10Y | +171.4% | +9.6% | +161.9% | +156.5% |
| All | +171.4% | +5.8% | +165.7% | +156.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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