+908.1%
LH vs WTW
+1,094.8%
-186.8%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.4% | 0.0% |
| 7D | -3.2% | -7.1% | +3.9% | -0.9% |
| 30D | +0.1% | -8.5% | +8.7% | +3.0% |
| 3M | +18.6% | +20.6% | -1.9% | +11.6% |
| 6M | +17.9% | +7.2% | +10.7% | +14.7% |
| YTD | +28.9% | -3.9% | +32.8% | +29.0% |
| 1Y | +16.6% | -3.6% | +20.2% | +16.5% |
| 3Y | +63.6% | +60.7% | +2.9% | +37.2% |
| 5Y | +30.0% | +42.2% | -12.1% | +12.7% |
| 10Y | +191.9% | +195.5% | -3.5% | +103.2% |
| All | +908.1% | +1,094.8% | -186.8% | +448.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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