+331.1%
WELL vs LII
+171.3%
+159.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.2% | -2.4% |
| 7D | -0.8% | -0.7% | -0.1% | -0.6% |
| 30D | -0.1% | -12.6% | +12.5% | +4.3% |
| 3M | +18.0% | -24.4% | +42.5% | +27.4% |
| 6M | +15.0% | -28.7% | +43.7% | +25.7% |
| YTD | +28.6% | -19.1% | +47.8% | +33.6% |
| 1Y | +42.9% | -29.7% | +72.6% | +55.3% |
| 3Y | +203.0% | +4.8% | +198.2% | +160.5% |
| 5Y | +206.9% | +24.6% | +182.3% | +137.1% |
| All | +331.1% | +171.3% | +159.8% | +139.3% |
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