+33.4%
LTH vs WETO
-99.4%
+132.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.1% | +3.4% | -1.7% |
| 7D | -4.0% | -38.7% | +34.7% | -3.7% |
| 30D | -1.7% | -51.3% | +49.6% | -2.8% |
| 3M | +28.0% | -97.8% | +125.8% | +28.4% |
| 6M | +54.1% | -94.8% | +148.8% | +49.8% |
| YTD | +57.1% | -97.2% | +154.3% | +55.3% |
| 1Y | +45.8% | -98.9% | +144.7% | +47.2% |
| All | +33.4% | -99.4% | +132.8% | +32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling