+6,989.3%
LH vs WCN
+6,767.3%
+222.0%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -0.8% | -0.4% | -0.4% | -0.7% |
| 30D | +2.0% | -2.1% | +4.1% | +2.5% |
| 3M | +24.3% | +6.4% | +17.9% | +22.4% |
| 6M | +21.1% | -3.7% | +24.7% | +21.7% |
| YTD | +30.4% | -6.4% | +36.8% | +31.9% |
| 1Y | +18.4% | -7.9% | +26.3% | +20.1% |
| 3Y | +65.5% | +20.8% | +44.7% | +57.5% |
| 5Y | +29.9% | +29.0% | +0.9% | +21.5% |
| 10Y | +186.6% | +236.4% | -49.7% | +124.8% |
| All | +6,989.3% | +6,767.3% | +222.0% | +3,735.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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