+49.7%
WAB vs LII
-32.7%
+82.4%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +1.9% | +1.1% |
| 7D | +1.7% | +2.1% | -0.4% | +0.9% |
| 30D | -2.4% | -12.4% | +10.0% | +2.3% |
| 3M | +9.7% | -24.8% | +34.5% | +20.1% |
| 6M | +16.5% | -25.2% | +41.7% | +27.0% |
| YTD | +33.7% | -20.3% | +54.0% | +42.2% |
| 1Y | +49.7% | -32.9% | +82.6% | +65.7% |
| All | +49.7% | -32.7% | +82.4% | +65.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling