+1.0%
WBD vs LII
+25.3%
-24.3%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.9% |
| 7D | -1.8% | -0.7% | -1.1% | -1.6% |
| 30D | +8.8% | -12.6% | +21.4% | +14.8% |
| 3M | +4.6% | -24.4% | +29.1% | +15.0% |
| 6M | +1.1% | -28.7% | +29.8% | +13.0% |
| YTD | -2.0% | -19.1% | +17.2% | +1.9% |
| 1Y | +140.0% | -29.7% | +169.7% | +166.2% |
| 3Y | +144.4% | +4.8% | +139.6% | +106.2% |
| All | +1.0% | +25.3% | -24.3% | -35.4% |
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