+473.8%
WELL vs LII
+166.2%
+307.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +3.0% | +0.4% | +2.6% | +2.9% |
| 30D | +10.2% | -2.4% | +12.6% | +10.6% |
| 3M | +6.1% | -17.5% | +23.6% | +12.3% |
| 6M | +16.6% | -32.8% | +49.5% | +29.9% |
| YTD | +35.3% | -27.7% | +63.0% | +45.0% |
| 1Y | +31.5% | -28.1% | +59.5% | +40.8% |
| 3Y | +206.5% | -9.7% | +216.1% | +177.3% |
| 5Y | +222.0% | +19.5% | +202.5% | +147.4% |
| 10Y | +473.8% | +170.6% | +303.2% | +219.7% |
| All | +473.8% | +166.2% | +307.6% | +219.7% |
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