+1,960.6%
WEC vs LII
+3,124.4%
-1,163.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.5% |
| 3M | -3.9% | -24.4% | +20.5% | -0.7% |
| 6M | -8.3% | -28.7% | +20.4% | -4.7% |
| YTD | +3.1% | -19.1% | +22.2% | +5.1% |
| 1Y | +1.9% | -29.7% | +31.6% | +5.7% |
| 3Y | +41.9% | +4.8% | +37.1% | +37.1% |
| 5Y | +30.8% | +24.6% | +6.2% | +21.7% |
| 10Y | +141.9% | +169.2% | -27.3% | +100.1% |
| All | +1,960.6% | +3,124.4% | -1,163.8% | +1,128.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling