+1,450.6%
WAT vs LII
+2,790.7%
-1,340.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.8% | -0.3% | -2.2% |
| 7D | -5.6% | +0.2% | -5.8% | -5.7% |
| 30D | +3.8% | -4.6% | +8.4% | +4.9% |
| 3M | +13.3% | -21.7% | +34.9% | +21.3% |
| 6M | +32.2% | -32.8% | +65.0% | +46.5% |
| YTD | +19.3% | -27.5% | +46.8% | +28.4% |
| 1Y | +21.8% | -28.0% | +49.8% | +31.2% |
| 3Y | +73.9% | -7.2% | +81.2% | +71.5% |
| 5Y | +32.1% | +22.6% | +9.5% | +17.9% |
| 10Y | +228.2% | +171.5% | +56.7% | +128.9% |
| All | +1,450.6% | +2,790.7% | -1,340.0% | +407.5% |
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