-63.8%
WBD vs LII
+28.0%
-91.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +2.8% | +3.7% |
| 7D | -13.9% | +2.5% | -16.4% | -15.3% |
| 30D | -7.6% | +1.6% | -9.2% | -8.6% |
| 3M | -28.3% | +7.0% | -35.3% | -31.7% |
| 6M | -22.3% | +38.6% | -60.9% | -38.0% |
| YTD | +6.9% | +67.6% | -60.7% | -25.3% |
| 1Y | -6.2% | +53.0% | -59.2% | -30.1% |
| All | -63.8% | +28.0% | -91.9% | -74.4% |
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