+156.5%
LTH vs WSM
+226.4%
-69.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.0% | -0.2% |
| 7D | -3.7% | +0.4% | -4.2% | -3.9% |
| 30D | -5.3% | -10.7% | +5.4% | -2.5% |
| 3M | +24.2% | +8.5% | +15.7% | +21.5% |
| 6M | +54.8% | +19.6% | +35.2% | +47.4% |
| YTD | +56.1% | +26.6% | +29.5% | +46.5% |
| 1Y | +45.5% | +12.0% | +33.6% | +40.2% |
| All | +156.5% | +226.4% | -69.9% | +52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling