+87.0%
LH vs WU
-23.0%
+110.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.8% | -0.7% |
| 7D | +1.1% | -2.0% | +3.1% | +1.4% |
| 30D | +16.7% | +11.4% | +5.3% | +14.5% |
| 3M | +15.1% | -6.8% | +21.9% | +16.1% |
| 6M | +46.3% | -14.6% | +61.0% | +49.0% |
| YTD | +48.8% | -20.6% | +69.4% | +53.1% |
| 1Y | +39.7% | -15.4% | +55.1% | +42.0% |
| 3Y | +87.0% | -23.6% | +110.7% | +92.8% |
| All | +87.0% | -23.0% | +110.1% | +92.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling