+163.0%
LII vs WYNN
+1.1%
+161.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | -6.3% | -4.2% | -2.1% | -5.5% |
| 30D | -13.0% | -14.6% | +1.6% | -10.4% |
| 3M | -29.0% | -18.4% | -10.6% | -26.4% |
| 6M | -27.7% | -11.9% | -15.7% | -26.1% |
| YTD | -24.2% | -26.6% | +2.4% | -20.0% |
| 1Y | -34.8% | -28.5% | -6.3% | -31.1% |
| 3Y | -4.2% | -5.1% | +0.9% | -5.5% |
| 5Y | +20.9% | -10.5% | +31.4% | +16.6% |
| All | +163.0% | +1.1% | +161.8% | +133.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 10y: compounded portfolio wealth divided by compounded WYNN 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…
10y analysis · Full analysis span regression · 6 months rolling