+468.3%
WELL vs LII
+172.8%
+295.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | +0.1% | -2.3% | +2.4% | +0.8% |
| 30D | +7.8% | -1.7% | +9.5% | +7.9% |
| 3M | +10.2% | -18.3% | +28.5% | +17.0% |
| 6M | +16.4% | -32.3% | +48.7% | +29.3% |
| YTD | +35.2% | -27.1% | +62.3% | +44.4% |
| 1Y | +30.5% | -27.2% | +57.6% | +39.1% |
| 3Y | +206.1% | -8.9% | +215.0% | +176.3% |
| 5Y | +228.3% | +19.7% | +208.6% | +152.6% |
| 10Y | +468.3% | +168.9% | +299.4% | +219.2% |
| All | +468.3% | +172.8% | +295.5% | +219.2% |
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