+2,201.4%
WEC vs LII
+2,790.7%
-589.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.3% |
| 3M | +10.2% | -21.7% | +31.9% | +13.8% |
| 6M | +4.5% | -32.8% | +37.3% | +9.5% |
| YTD | +15.1% | -27.5% | +42.6% | +19.0% |
| 1Y | +9.4% | -28.0% | +37.4% | +13.1% |
| 3Y | +56.9% | -7.2% | +64.1% | +54.1% |
| 5Y | +54.4% | +22.6% | +31.8% | +43.9% |
| 10Y | +183.5% | +171.5% | +11.9% | +134.2% |
| All | +2,201.4% | +2,790.7% | -589.3% | +1,291.4% |
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 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