+20.4%
LII vs WY
-34.0%
+54.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.0% | -0.1% |
| 7D | -0.6% | +3.1% | -3.7% | -2.5% |
| 30D | -4.6% | +13.0% | -17.6% | -11.7% |
| 3M | -21.2% | -16.8% | -4.4% | -12.0% |
| 6M | -36.4% | -11.2% | -25.3% | -32.0% |
| YTD | -28.9% | -9.1% | -19.9% | -25.4% |
| 1Y | -29.5% | -4.8% | -24.8% | -28.3% |
| 3Y | -8.6% | -25.3% | +16.7% | +5.7% |
| All | +20.4% | -34.0% | +54.4% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling