-3.2%
WAT vs LII
+25.3%
-28.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.5% |
| 7D | -1.3% | -0.7% | -0.6% | -1.0% |
| 30D | +2.3% | -12.6% | +15.0% | +7.7% |
| 3M | +8.7% | -24.4% | +33.2% | +19.2% |
| 6M | +28.3% | -28.7% | +57.0% | +43.2% |
| YTD | +7.8% | -19.1% | +26.9% | +13.3% |
| 1Y | +36.6% | -29.7% | +66.3% | +52.1% |
| 3Y | +45.7% | +4.8% | +40.9% | +32.1% |
| All | -3.2% | +25.3% | -28.5% | -23.0% |
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