+515.3%
LH vs WU
-19.6%
+534.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | -2.5% | -0.8% | -1.6% | -2.3% |
| 30D | +4.3% | -1.1% | +5.4% | +4.5% |
| 3M | +25.5% | -3.9% | +29.4% | +25.7% |
| 6M | +17.0% | -20.7% | +37.6% | +22.5% |
| YTD | +31.3% | -18.4% | +49.6% | +36.3% |
| 1Y | +20.0% | -8.1% | +28.0% | +20.0% |
| 3Y | +63.9% | -24.2% | +88.0% | +69.7% |
| 5Y | +30.9% | -50.4% | +81.3% | +48.5% |
| 10Y | +191.4% | -40.0% | +231.4% | +208.4% |
| All | +515.3% | -19.6% | +534.9% | +470.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling