+175.1%
LH vs WCC
+518.6%
-343.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.2% | -1.2% | -3.7% |
| 7D | -7.4% | +1.7% | -9.1% | -7.8% |
| 30D | -4.6% | -6.1% | +1.5% | -3.4% |
| 3M | +14.5% | +3.1% | +11.4% | +12.9% |
| 6M | +14.8% | +28.2% | -13.4% | +6.9% |
| YTD | +23.3% | +41.1% | -17.8% | +11.9% |
| 1Y | +13.6% | +61.3% | -47.7% | -0.5% |
| 3Y | +56.3% | +123.6% | -67.3% | +20.2% |
| 5Y | +25.2% | +214.8% | -189.6% | -16.6% |
| All | +175.1% | +518.6% | -343.5% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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