+1,301.1%
WAT vs LII
+3,124.4%
-1,823.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.4% |
| 7D | -1.3% | -0.7% | -0.6% | -1.1% |
| 30D | +2.3% | -12.6% | +15.0% | +6.5% |
| 3M | +8.7% | -24.4% | +33.2% | +17.1% |
| 6M | +28.3% | -28.7% | +57.0% | +40.0% |
| YTD | +7.8% | -19.1% | +26.9% | +12.8% |
| 1Y | +36.6% | -29.7% | +66.3% | +48.8% |
| 3Y | +45.7% | +4.8% | +40.9% | +38.9% |
| 5Y | -3.3% | +24.6% | -27.9% | -13.9% |
| 10Y | +162.1% | +169.2% | -7.1% | +83.7% |
| All | +1,301.1% | +3,124.4% | -1,823.3% | +345.8% |
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