+528.7%
WDC vs LII
+19.9%
+508.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.5% | -0.6% |
| 7D | -28.0% | -0.6% | -27.3% | -27.8% |
| 30D | -34.9% | -4.6% | -30.3% | -34.2% |
| 3M | -41.6% | -21.2% | -20.3% | -35.5% |
| 6M | -45.4% | -36.4% | -8.9% | -34.3% |
| YTD | +53.3% | -28.9% | +82.2% | +72.8% |
| 1Y | +61.5% | -29.5% | +91.1% | +83.0% |
| 3Y | +712.3% | -8.6% | +720.9% | +676.7% |
| All | +528.7% | +19.9% | +508.8% | +382.4% |
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