+25.2%
LH vs WSM
+171.2%
-146.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.7% | -4.2% |
| 7D | -7.4% | +0.4% | -7.8% | -7.5% |
| 30D | -4.6% | -10.7% | +6.1% | -3.0% |
| 3M | +14.5% | +8.5% | +6.0% | +13.0% |
| 6M | +14.8% | +19.6% | -4.8% | +11.5% |
| YTD | +23.3% | +26.6% | -3.3% | +18.5% |
| 1Y | +13.6% | +12.0% | +1.7% | +10.9% |
| 3Y | +56.3% | +226.6% | -170.3% | +23.4% |
| 5Y | +25.2% | +174.1% | -148.9% | -3.9% |
| All | +25.2% | +171.2% | -146.0% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling