+455.3%
WELL vs LII
+170.7%
+284.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.2% |
| 7D | +3.5% | -1.2% | +4.7% | +3.9% |
| 30D | +9.7% | -2.0% | +11.7% | +9.9% |
| 3M | +4.8% | -20.2% | +25.0% | +12.1% |
| 6M | +16.1% | -32.5% | +48.6% | +29.1% |
| YTD | +34.7% | -27.4% | +62.1% | +44.1% |
| 1Y | +31.9% | -28.2% | +60.1% | +41.4% |
| 3Y | +209.9% | -7.2% | +217.1% | +177.1% |
| 5Y | +226.5% | +19.9% | +206.6% | +150.6% |
| 10Y | +455.3% | +168.6% | +286.6% | +205.4% |
| All | +455.3% | +170.7% | +284.5% | +205.4% |
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 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