+54.1%
WEC vs LII
+17.0%
+37.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.8% |
| 7D | +2.3% | +2.9% | -0.6% | +1.9% |
| 30D | +11.1% | +0.9% | +10.2% | +10.8% |
| 3M | +8.4% | -15.5% | +24.0% | +10.7% |
| 6M | +7.5% | -30.2% | +37.7% | +11.9% |
| YTD | +15.3% | -26.8% | +42.2% | +18.9% |
| 1Y | +9.7% | -25.3% | +35.0% | +12.7% |
| 3Y | +64.7% | -7.8% | +72.4% | +57.1% |
| All | +54.1% | +17.0% | +37.1% | +33.9% |
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