+421.0%
WELL vs LII
+162.0%
+259.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.5% |
| 7D | +4.4% | -0.6% | +5.1% | +4.6% |
| 30D | +10.8% | -4.6% | +15.4% | +12.0% |
| 3M | +4.2% | -21.2% | +25.4% | +11.9% |
| 6M | +14.0% | -36.4% | +50.4% | +29.4% |
| YTD | +33.4% | -28.9% | +62.4% | +43.8% |
| 1Y | +32.4% | -29.5% | +61.9% | +42.8% |
| 3Y | +194.7% | -8.6% | +203.3% | +164.5% |
| 5Y | +226.5% | +20.2% | +206.3% | +149.0% |
| All | +421.0% | +162.0% | +259.1% | +189.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling