+47.2%
LH vs WST
+47.3%
-0.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.4% | +3.5% | +3.9% |
| 7D | +2.1% | +1.3% | +0.8% | +1.9% |
| 30D | +19.2% | +8.5% | +10.7% | +18.1% |
| 3M | +18.0% | +17.2% | +0.8% | +15.9% |
| 6M | +46.1% | +36.3% | +9.8% | +40.7% |
| YTD | +47.7% | +48.9% | -1.2% | +40.7% |
| 1Y | +47.2% | +42.9% | +4.3% | +41.6% |
| All | +47.2% | +47.3% | -0.1% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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