+1,382.1%
LH vs WST
+12,862.5%
-11,480.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | -2.5% | +0.7% | -3.2% | -2.6% |
| 30D | +4.3% | -3.1% | +7.5% | +5.2% |
| 3M | +25.5% | +7.2% | +18.3% | +23.1% |
| 6M | +17.0% | +36.8% | -19.9% | +7.0% |
| YTD | +31.3% | +23.8% | +7.4% | +22.9% |
| 1Y | +20.0% | +37.8% | -17.8% | +8.7% |
| 3Y | +63.9% | -15.9% | +79.8% | +58.9% |
| 5Y | +30.9% | -25.8% | +56.7% | +28.5% |
| 10Y | +191.4% | +319.6% | -128.2% | +78.7% |
| All | +1,382.1% | +12,862.5% | -11,480.4% | +251.0% |
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 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