+173.5%
WEC vs LII
+162.0%
+11.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.7% |
| 7D | -0.2% | -0.6% | +0.4% | -0.1% |
| 30D | +12.3% | -4.6% | +16.9% | +13.0% |
| 3M | +8.3% | -21.2% | +29.5% | +12.5% |
| 6M | +3.5% | -36.4% | +39.9% | +10.8% |
| YTD | +12.7% | -28.9% | +41.7% | +17.7% |
| 1Y | +8.2% | -29.5% | +37.7% | +13.1% |
| 3Y | +55.9% | -8.6% | +64.4% | +49.5% |
| 5Y | +51.2% | +20.2% | +31.0% | +32.8% |
| All | +173.5% | +162.0% | +11.6% | +99.7% |
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