+2,841.2%
LII vs WY
+106.6%
+2,734.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +1.9% | +0.6% |
| 7D | +0.4% | +0.2% | +0.2% | +0.3% |
| 30D | -2.4% | +8.0% | -10.4% | -5.7% |
| 3M | -17.5% | -17.7% | +0.2% | -10.2% |
| 6M | -32.8% | -10.8% | -22.1% | -29.6% |
| YTD | -27.7% | -10.6% | -17.1% | -24.4% |
| 1Y | -28.1% | -5.7% | -22.3% | -26.6% |
| 3Y | -9.7% | -24.8% | +15.1% | +1.0% |
| 5Y | +19.5% | -31.7% | +51.2% | +39.2% |
| 10Y | +170.6% | +2.9% | +167.7% | +136.8% |
| All | +2,841.2% | +106.6% | +2,734.6% | +1,491.4% |
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