+32.6%
LTH vs WETO
-99.4%
+132.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.5% | +0.1% |
| 7D | -4.0% | -4.3% | +0.3% | -4.0% |
| 30D | -5.3% | -39.9% | +34.6% | -6.5% |
| 3M | +19.0% | -97.9% | +116.9% | +19.4% |
| 6M | +55.8% | -95.0% | +150.8% | +51.8% |
| YTD | +56.1% | -97.2% | +153.3% | +54.3% |
| 1Y | +41.3% | -98.9% | +140.2% | +42.5% |
| All | +32.6% | -99.4% | +132.0% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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