+248.9%
LTH vs WCC
+135.0%
+113.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.1% | -8.6% | -2.5% |
| 7D | +7.0% | -5.7% | +12.7% | +7.9% |
| 30D | +15.4% | -13.5% | +28.9% | +18.8% |
| 3M | +7.0% | -12.9% | +19.9% | +9.4% |
| 6M | +46.9% | -10.7% | +57.5% | +47.8% |
| YTD | +76.4% | +30.0% | +46.4% | +56.4% |
| 1Y | +83.7% | +24.7% | +59.0% | +64.7% |
| 3Y | +248.9% | +136.6% | +112.3% | +91.0% |
| All | +248.9% | +135.0% | +113.9% | +91.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling