+186.6%
LH vs WST
+321.8%
-135.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.4% |
| 7D | -0.8% | -0.3% | -0.6% | -0.8% |
| 30D | +2.0% | -4.6% | +6.6% | +3.3% |
| 3M | +24.3% | +5.7% | +18.6% | +22.1% |
| 6M | +21.1% | +37.6% | -16.5% | +9.6% |
| YTD | +30.4% | +23.0% | +7.4% | +21.6% |
| 1Y | +18.4% | +33.8% | -15.5% | +6.9% |
| 3Y | +65.5% | -13.4% | +78.8% | +59.2% |
| 5Y | +29.9% | -27.0% | +56.8% | +29.6% |
| 10Y | +186.6% | +324.5% | -137.9% | +50.0% |
| All | +186.6% | +321.8% | -135.2% | +50.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling