+156.6%
LTH vs WST
+0.1%
+156.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.1% |
| 7D | -4.6% | +4.9% | -9.5% | -5.6% |
| 30D | +14.8% | +10.7% | +4.1% | +12.3% |
| 3M | +3.9% | +16.8% | -12.9% | +0.3% |
| 6M | +35.5% | +32.0% | +3.5% | +27.0% |
| YTD | +71.3% | +49.9% | +21.4% | +55.0% |
| 1Y | +75.7% | +50.6% | +25.1% | +58.7% |
| 3Y | +231.9% | +21.4% | +210.5% | +194.2% |
| 5Y | +130.5% | -0.6% | +131.0% | +94.7% |
| All | +156.6% | +0.1% | +156.5% | +111.5% |
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