+1,372.9%
LH vs WSM
+31,956.3%
-30,583.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -0.8% | +2.6% | -3.4% | -1.1% |
| 30D | +2.0% | -9.5% | +11.5% | +3.1% |
| 3M | +24.3% | +12.9% | +11.4% | +22.4% |
| 6M | +21.1% | +23.0% | -2.0% | +18.0% |
| YTD | +30.4% | +28.9% | +1.5% | +26.4% |
| 1Y | +18.4% | +13.7% | +4.7% | +16.1% |
| 3Y | +65.5% | +232.6% | -167.2% | +40.8% |
| 5Y | +29.9% | +185.9% | -156.0% | +10.4% |
| 10Y | +186.6% | +998.6% | -812.0% | +105.5% |
| All | +1,372.9% | +31,956.3% | -30,583.5% | +597.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling