+175.1%
LH vs WU
-39.5%
+214.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.2% |
| 7D | -7.4% | -5.0% | -2.4% | -6.1% |
| 30D | -4.6% | -2.3% | -2.3% | -4.1% |
| 3M | +14.5% | -3.2% | +17.7% | +14.3% |
| 6M | +14.8% | -25.0% | +39.8% | +23.0% |
| YTD | +23.3% | -21.7% | +44.9% | +30.1% |
| 1Y | +13.6% | -9.0% | +22.6% | +13.6% |
| 3Y | +56.3% | -28.9% | +85.2% | +65.5% |
| 5Y | +25.2% | -51.0% | +76.2% | +47.3% |
| All | +175.1% | -39.5% | +214.6% | +182.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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