+65.5%
LH vs WCC
+137.6%
-72.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -0.9% |
| 7D | -0.8% | +8.5% | -9.3% | -1.8% |
| 30D | +2.0% | -1.0% | +3.0% | +2.0% |
| 3M | +24.3% | +2.1% | +22.1% | +23.5% |
| 6M | +21.1% | +36.8% | -15.8% | +15.1% |
| YTD | +30.4% | +47.7% | -17.3% | +22.5% |
| 1Y | +18.4% | +66.5% | -48.1% | +9.1% |
| 3Y | +65.5% | +134.2% | -68.7% | +35.7% |
| All | +65.5% | +137.6% | -72.2% | +35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling