+234.1%
LTH vs WSM
+255.1%
-21.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.5% | +0.3% | -3.1% |
| 7D | -4.6% | -3.2% | -1.4% | -3.9% |
| 30D | +14.8% | +4.6% | +10.2% | +13.5% |
| 3M | +3.9% | +2.4% | +1.5% | +3.1% |
| 6M | +35.5% | +43.7% | -8.2% | +23.6% |
| YTD | +71.3% | +42.1% | +29.2% | +56.7% |
| 1Y | +75.7% | +32.3% | +43.4% | +63.1% |
| All | +234.1% | +255.1% | -21.0% | +90.3% |
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