+59.4%
LH vs WU
-43.8%
+103.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +14.4% |
| 3M | +15.1% | -6.8% | +21.9% | +16.2% |
| 6M | +46.3% | -14.6% | +61.0% | +49.3% |
| YTD | +48.8% | -20.6% | +69.4% | +53.4% |
| 1Y | +39.7% | -15.4% | +55.1% | +42.2% |
| 3Y | +87.0% | -23.6% | +110.7% | +91.9% |
| All | +59.4% | -43.8% | +103.2% | +70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling