+64.9%
LH vs WST
-15.4%
+80.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | -2.5% | +0.7% | -3.2% | -2.5% |
| 30D | +4.3% | -3.1% | +7.5% | +4.8% |
| 3M | +25.5% | +7.2% | +18.3% | +24.3% |
| 6M | +17.0% | +36.8% | -19.9% | +11.9% |
| YTD | +31.3% | +23.8% | +7.4% | +27.1% |
| 1Y | +20.0% | +37.8% | -17.8% | +14.3% |
| All | +64.9% | -15.4% | +80.3% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling