+30.0%
LH vs WCC
+228.2%
-198.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.0% |
| 7D | -3.2% | +6.8% | -10.0% | -4.1% |
| 30D | +0.1% | -3.0% | +3.2% | +0.5% |
| 3M | +18.6% | +0.2% | +18.4% | +18.0% |
| 6M | +17.9% | +33.2% | -15.2% | +11.6% |
| YTD | +28.9% | +45.8% | -16.9% | +20.0% |
| 1Y | +16.6% | +68.4% | -51.8% | +5.7% |
| 3Y | +63.6% | +131.1% | -67.6% | +35.2% |
| 5Y | +30.0% | +225.6% | -195.6% | -2.2% |
| All | +30.0% | +228.2% | -198.2% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling