+129.3%
WFC vs LII
+25.3%
+104.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.6% |
| 7D | +3.8% | -0.7% | +4.5% | +4.0% |
| 30D | +1.5% | -12.6% | +14.1% | +5.3% |
| 3M | +10.9% | -24.4% | +35.3% | +18.5% |
| 6M | +8.4% | -28.7% | +37.1% | +17.4% |
| YTD | -1.9% | -19.1% | +17.3% | +1.7% |
| 1Y | +12.3% | -29.7% | +42.0% | +21.0% |
| 3Y | +132.3% | +4.8% | +127.5% | +110.3% |
| All | +129.3% | +25.3% | +104.0% | +84.4% |
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 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