+47.2%
LH vs WSM
+44.0%
+3.3%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +6.5% | -2.5% | +2.5% |
| 7D | +2.1% | +8.0% | -5.9% | +0.4% |
| 30D | +19.2% | +13.5% | +5.7% | +16.1% |
| 3M | +18.0% | +8.8% | +9.2% | +15.9% |
| 6M | +46.1% | +54.7% | -8.6% | +33.0% |
| YTD | +47.7% | +53.3% | -5.6% | +34.6% |
| 1Y | +47.2% | +41.1% | +6.1% | +36.0% |
| All | +47.2% | +44.0% | +3.3% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling