+33.6%
WEC vs LII
+25.3%
+8.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.9% |
| 7D | -0.3% | -0.7% | +0.5% | -0.2% |
| 30D | -1.3% | -12.6% | +11.3% | +0.4% |
| 3M | -3.9% | -24.4% | +20.5% | -0.8% |
| 6M | -8.3% | -28.7% | +20.4% | -4.8% |
| YTD | +3.1% | -19.1% | +22.2% | +5.0% |
| 1Y | +1.9% | -29.7% | +31.6% | +5.7% |
| 3Y | +41.9% | +4.8% | +37.1% | +32.9% |
| All | +33.6% | +25.3% | +8.3% | +15.4% |
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