+57.8%
WEC vs LII
+22.3%
+35.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.6% |
| 7D | +3.2% | +0.2% | +3.0% | +3.2% |
| 30D | +14.7% | -4.6% | +19.3% | +15.2% |
| 3M | +10.2% | -21.7% | +31.9% | +13.6% |
| 6M | +4.5% | -32.8% | +37.3% | +9.2% |
| YTD | +15.1% | -27.5% | +42.6% | +18.7% |
| 1Y | +9.4% | -28.0% | +37.4% | +12.9% |
| 3Y | +56.9% | -7.2% | +64.1% | +49.5% |
| All | +57.8% | +22.3% | +35.5% | +34.1% |
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