+167.2%
LTH vs WST
+0.3%
+166.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.3% | +1.2% |
| 7D | +6.4% | +1.4% | +5.0% | +6.0% |
| 30D | +16.7% | +12.7% | +4.0% | +13.7% |
| 3M | +11.7% | +17.2% | -5.5% | +7.7% |
| 6M | +48.5% | +26.7% | +21.8% | +40.4% |
| YTD | +78.4% | +50.3% | +28.1% | +61.3% |
| 1Y | +89.7% | +50.2% | +39.5% | +71.5% |
| 3Y | +245.6% | +21.7% | +223.9% | +206.2% |
| 5Y | +142.7% | +2.0% | +140.6% | +106.1% |
| All | +167.2% | +0.3% | +166.9% | +120.2% |
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