+274.3%
LTH vs WST
+19.1%
+255.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.5% |
| 7D | +4.5% | -3.1% | +7.6% | +4.7% |
| 30D | +16.3% | +9.1% | +7.3% | +15.5% |
| 3M | +8.4% | +14.7% | -6.3% | +7.1% |
| 6M | +40.3% | +28.0% | +12.3% | +37.3% |
| YTD | +77.3% | +45.6% | +31.6% | +71.1% |
| 1Y | +88.0% | +45.7% | +42.3% | +81.4% |
| 3Y | +274.3% | +21.1% | +253.2% | +233.0% |
| All | +274.3% | +19.1% | +255.2% | +233.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling