+3,648.4%
LII vs WYNN
+1,232.2%
+2,416.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | +2.1% | +1.8% | +0.3% | +1.7% |
| 30D | -12.4% | -9.8% | -2.6% | -10.3% |
| 3M | -24.8% | -11.8% | -13.0% | -22.7% |
| 6M | -25.2% | -8.8% | -16.4% | -23.8% |
| YTD | -20.3% | -22.8% | +2.6% | -15.8% |
| 1Y | -32.9% | -24.1% | -8.8% | -29.3% |
| 3Y | +2.0% | +0.4% | +1.6% | -1.0% |
| 5Y | +24.4% | -8.7% | +33.1% | +18.4% |
| 10Y | +167.2% | +8.3% | +158.9% | +109.7% |
| All | +3,648.4% | +1,232.2% | +2,416.2% | +1,646.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling