+3,188.9%
LII vs WY
+130.6%
+3,058.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.3% | +0.8% |
| 7D | -0.7% | -1.7% | +1.0% | +0.1% |
| 30D | -12.6% | -10.1% | -2.5% | -8.4% |
| 3M | -24.4% | -5.1% | -19.3% | -22.7% |
| 6M | -28.7% | -4.8% | -23.9% | -27.2% |
| YTD | -19.1% | -0.2% | -18.9% | -19.3% |
| 1Y | -29.7% | -6.6% | -23.1% | -27.8% |
| 3Y | +4.8% | -22.7% | +27.5% | +15.9% |
| 5Y | +24.6% | -22.2% | +46.8% | +36.6% |
| 10Y | +169.2% | +7.3% | +161.9% | +131.3% |
| All | +3,188.9% | +130.6% | +3,058.3% | +1,597.9% |
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