+1,252.2%
WMT vs LII
+2,734.1%
-1,481.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.2% | -1.4% |
| 7D | +1.6% | -0.6% | +2.2% | +1.8% |
| 30D | +16.1% | -4.6% | +20.6% | +16.8% |
| 3M | +12.3% | -21.2% | +33.5% | +16.6% |
| 6M | -3.1% | -36.4% | +33.4% | +3.4% |
| YTD | +13.4% | -28.9% | +42.3% | +18.3% |
| 1Y | +24.5% | -29.5% | +54.0% | +30.0% |
| 3Y | +135.7% | -8.6% | +144.3% | +131.7% |
| 5Y | +166.8% | +20.2% | +146.6% | +146.7% |
| 10Y | +543.4% | +166.2% | +377.2% | +411.6% |
| All | +1,252.2% | +2,734.1% | -1,481.9% | +497.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling