+162.1%
LTH vs WST
+1.3%
+160.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +0.9% | +1.9% |
| 7D | -1.3% | +4.2% | -5.5% | -2.2% |
| 30D | +15.7% | +11.2% | +4.4% | +13.0% |
| 3M | +5.0% | +20.4% | -15.4% | +0.7% |
| 6M | +37.7% | +37.9% | -0.2% | +27.8% |
| YTD | +75.0% | +51.8% | +23.2% | +57.9% |
| 1Y | +82.6% | +56.6% | +26.0% | +63.6% |
| 3Y | +241.3% | +24.2% | +217.1% | +200.2% |
| 5Y | +135.4% | +0.7% | +134.8% | +98.3% |
| All | +162.1% | +1.3% | +160.8% | +115.5% |
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