+34.4%
WAT vs LII
+20.3%
+14.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.3% |
| 7D | +0.7% | -2.3% | +3.0% | +1.6% |
| 30D | +9.0% | -1.7% | +10.7% | +9.1% |
| 3M | +13.5% | -18.3% | +31.8% | +21.8% |
| 6M | +35.3% | -32.3% | +67.6% | +53.4% |
| YTD | +24.0% | -27.1% | +51.1% | +34.7% |
| 1Y | +22.0% | -27.2% | +49.1% | +32.3% |
| 3Y | +84.0% | -8.9% | +92.9% | +75.4% |
| 5Y | +34.4% | +19.7% | +14.7% | +9.3% |
| All | +34.4% | +20.3% | +14.1% | +9.3% |
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