+1,466.1%
WAT vs LII
+2,734.1%
-1,268.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.6% |
| 7D | -1.1% | -0.6% | -0.5% | -1.0% |
| 30D | +5.0% | -4.6% | +9.5% | +6.0% |
| 3M | +14.5% | -21.2% | +35.7% | +22.4% |
| 6M | +30.9% | -36.4% | +67.4% | +47.6% |
| YTD | +20.5% | -28.9% | +49.4% | +30.4% |
| 1Y | +23.3% | -29.5% | +52.8% | +33.7% |
| 3Y | +81.5% | -8.6% | +90.1% | +79.8% |
| 5Y | +33.4% | +20.2% | +13.2% | +19.8% |
| 10Y | +231.5% | +166.2% | +65.3% | +132.6% |
| All | +1,466.1% | +2,734.1% | -1,268.0% | +415.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling