+139.3%
LTH vs WSM
+194.6%
-55.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.8% |
| 7D | +1.5% | +2.6% | -1.0% | +0.7% |
| 30D | -3.1% | -9.5% | +6.5% | +0.2% |
| 3M | +28.1% | +12.9% | +15.2% | +22.7% |
| 6M | +67.4% | +23.0% | +44.4% | +55.6% |
| YTD | +59.8% | +28.9% | +30.9% | +45.9% |
| 1Y | +45.6% | +13.7% | +31.9% | +37.9% |
| 3Y | +162.0% | +232.6% | -70.6% | +50.2% |
| All | +139.3% | +194.6% | -55.3% | +26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling