+280.0%
WAB vs LII
+162.0%
+118.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +2.7% |
| 7D | +1.4% | -0.6% | +2.0% | +1.7% |
| 30D | +0.4% | -4.6% | +5.0% | +1.7% |
| 3M | -3.8% | -21.2% | +17.4% | +5.9% |
| 6M | +5.1% | -36.4% | +41.5% | +25.5% |
| YTD | +33.3% | -28.9% | +62.3% | +50.2% |
| 1Y | +39.8% | -29.5% | +69.4% | +58.0% |
| 3Y | +161.1% | -8.6% | +169.6% | +147.7% |
| 5Y | +209.5% | +20.2% | +189.2% | +147.4% |
| All | +280.0% | +162.0% | +118.0% | +117.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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