+30.8%
WAT vs LII
+19.9%
+10.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.7% |
| 7D | -1.1% | -0.6% | -0.5% | -1.0% |
| 30D | +5.0% | -4.6% | +9.5% | +6.2% |
| 3M | +14.5% | -21.2% | +35.7% | +24.5% |
| 6M | +30.9% | -36.4% | +67.4% | +52.2% |
| YTD | +20.5% | -28.9% | +49.4% | +32.1% |
| 1Y | +23.3% | -29.5% | +52.8% | +35.4% |
| 3Y | +81.5% | -8.6% | +90.1% | +72.4% |
| All | +30.8% | +19.9% | +10.9% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling