+179.2%
LH vs WSM
+1,071.8%
-892.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.2% |
| 7D | -4.7% | -0.5% | -4.2% | -4.6% |
| 30D | -3.5% | -7.7% | +4.2% | -1.8% |
| 3M | +17.7% | +3.8% | +13.9% | +16.6% |
| 6M | +15.8% | +22.7% | -6.9% | +10.2% |
| YTD | +25.1% | +28.0% | -2.9% | +17.6% |
| 1Y | +12.5% | +12.7% | -0.2% | +8.4% |
| 3Y | +59.8% | +231.3% | -171.5% | +12.0% |
| 5Y | +27.1% | +177.2% | -150.1% | -10.8% |
| All | +179.2% | +1,071.8% | -892.6% | +13.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling