+139.3%
LTH vs WCC
+213.9%
-74.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.2% | -2.7% |
| 7D | +1.5% | +8.5% | -7.0% | -1.6% |
| 30D | -3.1% | -1.0% | -2.1% | -3.0% |
| 3M | +28.1% | +2.1% | +26.0% | +25.0% |
| 6M | +67.4% | +36.8% | +30.6% | +43.6% |
| YTD | +59.8% | +47.7% | +12.1% | +31.8% |
| 1Y | +45.6% | +66.5% | -20.9% | +12.7% |
| 3Y | +162.0% | +134.2% | +27.8% | +58.7% |
| All | +139.3% | +213.9% | -74.6% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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