+1,562.0%
LH vs WST
+15,144.0%
-13,582.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.4% |
| 7D | +1.4% | -3.1% | +4.5% | +2.3% |
| 30D | +17.5% | +9.1% | +8.4% | +14.9% |
| 3M | +16.1% | +14.7% | +1.4% | +11.9% |
| 6M | +43.4% | +28.0% | +15.4% | +34.0% |
| YTD | +47.2% | +45.6% | +1.5% | +32.0% |
| 1Y | +50.1% | +45.7% | +4.5% | +34.5% |
| 3Y | +81.2% | +21.1% | +60.1% | +59.3% |
| 5Y | +63.7% | +0.3% | +63.4% | +48.3% |
| 10Y | +269.2% | +449.0% | -179.9% | +111.7% |
| All | +1,562.0% | +15,144.0% | -13,582.1% | +277.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling