+167.7%
LTH vs WST
+0.4%
+167.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +0.3% | +1.1% | -0.8% | 0.0% |
| 30D | +17.7% | +12.4% | +5.3% | +14.7% |
| 3M | +8.5% | +17.6% | -9.1% | +4.5% |
| 6M | +46.9% | +28.3% | +18.7% | +38.5% |
| YTD | +78.8% | +50.5% | +28.3% | +61.6% |
| 1Y | +84.9% | +49.4% | +35.5% | +67.4% |
| 3Y | +246.4% | +21.9% | +224.5% | +206.7% |
| 5Y | +129.6% | +0.4% | +129.2% | +94.1% |
| All | +167.7% | +0.4% | +167.3% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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