+13.7%
WBD vs LII
+163.1%
-149.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +0.3% |
| 7D | -1.7% | +0.5% | -2.2% | -1.9% |
| 30D | +3.9% | -11.2% | +15.1% | +9.1% |
| 3M | +5.1% | -28.8% | +33.9% | +18.9% |
| 6M | +0.6% | -26.9% | +27.5% | +11.1% |
| YTD | -3.2% | -22.2% | +19.0% | +2.9% |
| 1Y | +127.7% | -32.0% | +159.6% | +156.1% |
| 3Y | +146.6% | -0.4% | +147.0% | +123.1% |
| 5Y | +4.2% | +22.4% | -18.3% | -18.6% |
| 10Y | +13.7% | +171.4% | -157.7% | -38.8% |
| All | +13.7% | +163.1% | -149.4% | -38.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling