+179.2%
LH vs WYNN
+1.1%
+178.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | -4.7% | -4.2% | -0.5% | -4.0% |
| 30D | -3.5% | -14.6% | +11.1% | -0.9% |
| 3M | +17.7% | -18.4% | +36.1% | +21.6% |
| 6M | +15.8% | -11.9% | +27.7% | +18.0% |
| YTD | +25.1% | -26.6% | +51.7% | +31.1% |
| 1Y | +12.5% | -28.5% | +41.0% | +18.1% |
| 3Y | +59.8% | -5.1% | +64.9% | +57.0% |
| 5Y | +27.1% | -10.5% | +37.6% | +21.6% |
| All | +179.2% | +1.1% | +178.1% | +139.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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