+117.7%
WFC vs LII
-8.7%
+126.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.5% | 0.0% |
| 7D | +1.2% | -0.6% | +1.9% | +1.4% |
| 30D | +5.2% | -4.6% | +9.8% | +6.0% |
| 3M | -3.0% | -21.2% | +18.2% | +2.0% |
| 6M | +6.2% | -36.4% | +42.6% | +16.4% |
| YTD | -7.9% | -28.9% | +21.0% | -2.8% |
| 1Y | +0.3% | -29.5% | +29.8% | +6.0% |
| 3Y | +117.7% | -8.6% | +126.3% | +101.6% |
| All | +117.7% | -8.7% | +126.5% | +101.6% |
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