+205.4%
WELL vs LII
-8.4%
+213.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.2% |
| 7D | +2.7% | +0.4% | +2.3% | +2.7% |
| 30D | +9.8% | -2.4% | +12.2% | +9.9% |
| 3M | +5.8% | -17.5% | +23.3% | +7.5% |
| 6M | +16.2% | -32.8% | +49.1% | +20.1% |
| YTD | +34.9% | -27.7% | +62.6% | +37.8% |
| 1Y | +31.0% | -28.1% | +59.1% | +33.9% |
| 3Y | +205.4% | -9.7% | +215.1% | +185.5% |
| All | +205.4% | -8.4% | +213.8% | +185.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling