+86.8%
WFC vs LII
+19.9%
+66.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.5% | +0.1% |
| 7D | +1.2% | -0.6% | +1.9% | +1.4% |
| 30D | +5.2% | -4.6% | +9.8% | +6.2% |
| 3M | -3.0% | -21.2% | +18.2% | +3.2% |
| 6M | +6.2% | -36.4% | +42.6% | +18.9% |
| YTD | -7.9% | -28.9% | +21.0% | -1.4% |
| 1Y | +0.3% | -29.5% | +29.8% | +7.6% |
| 3Y | +117.7% | -8.6% | +126.3% | +103.9% |
| All | +86.8% | +19.9% | +66.9% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling