+544.2%
WMT vs LII
+169.1%
+375.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.3% |
| 7D | +2.0% | +2.9% | -0.9% | +1.5% |
| 30D | +10.3% | +0.9% | +9.4% | +9.9% |
| 3M | +11.0% | -15.5% | +26.5% | +14.0% |
| 6M | -2.3% | -30.2% | +27.9% | +2.7% |
| YTD | +15.7% | -26.8% | +42.5% | +20.0% |
| 1Y | +26.0% | -25.3% | +51.2% | +30.1% |
| 3Y | +136.5% | -7.8% | +144.3% | +129.0% |
| 5Y | +176.8% | +17.0% | +159.9% | +149.1% |
| All | +544.2% | +169.1% | +375.1% | +399.8% |
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