+27.6%
LII vs WY
-21.8%
+49.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.3% | +0.7% |
| 7D | -0.7% | -1.7% | +1.0% | +0.3% |
| 30D | -12.6% | -10.1% | -2.5% | -6.9% |
| 3M | -24.4% | -5.1% | -19.3% | -22.2% |
| 6M | -28.7% | -4.8% | -23.9% | -26.8% |
| YTD | -19.1% | -0.2% | -18.9% | -19.6% |
| 1Y | -29.7% | -6.6% | -23.1% | -27.3% |
| 3Y | +4.8% | -22.7% | +27.5% | +18.9% |
| All | +27.6% | -21.8% | +49.5% | +46.8% |
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