+133.8%
LTH vs WSM
+192.5%
-58.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | -4.0% | -0.5% | -3.5% | -3.8% |
| 30D | -5.3% | -7.7% | +2.4% | -2.8% |
| 3M | +19.0% | +3.8% | +15.2% | +17.3% |
| 6M | +55.8% | +22.7% | +33.1% | +44.9% |
| YTD | +56.1% | +28.0% | +28.1% | +42.9% |
| 1Y | +41.3% | +12.7% | +28.5% | +34.1% |
| 3Y | +156.6% | +231.3% | -74.6% | +47.3% |
| All | +133.8% | +192.5% | -58.7% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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