+66.6%
LH vs WU
-28.0%
+94.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.3% |
| 7D | -0.8% | -0.8% | 0.0% | -0.7% |
| 30D | +2.0% | -1.1% | +3.1% | +2.1% |
| 3M | +24.3% | -1.8% | +26.1% | +23.9% |
| 6M | +21.1% | -23.9% | +45.0% | +25.3% |
| YTD | +30.4% | -20.4% | +50.9% | +34.0% |
| 1Y | +18.4% | -10.6% | +28.9% | +18.7% |
| All | +66.6% | -28.0% | +94.6% | +69.3% |
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