+2,854.2%
LII vs WY
+111.6%
+2,742.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.9% |
| 7D | -1.2% | -0.8% | -0.4% | -0.9% |
| 30D | -2.0% | +10.6% | -12.6% | -6.3% |
| 3M | -20.2% | -16.6% | -3.6% | -13.7% |
| 6M | -32.5% | -8.6% | -23.9% | -30.0% |
| YTD | -27.4% | -8.4% | -18.9% | -24.8% |
| 1Y | -28.2% | -5.1% | -23.1% | -26.9% |
| 3Y | -7.2% | -21.9% | +14.7% | +2.1% |
| 5Y | +19.9% | -31.3% | +51.2% | +39.2% |
| 10Y | +168.6% | +3.6% | +165.1% | +134.5% |
| All | +2,854.2% | +111.6% | +2,742.6% | +1,481.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling