+27.7%
LH vs WETO
-99.4%
+127.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.4% | +6.9% | +1.5% |
| 7D | -4.7% | -4.3% | -0.4% | -4.7% |
| 30D | -3.5% | -39.9% | +36.4% | -2.6% |
| 3M | +17.7% | -97.9% | +115.6% | +20.0% |
| 6M | +15.8% | -95.0% | +110.8% | +17.5% |
| YTD | +25.1% | -97.2% | +122.3% | +26.9% |
| 1Y | +12.5% | -98.9% | +111.4% | +14.2% |
| All | +27.7% | -99.4% | +127.1% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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