+139.3%
LTH vs WTW
+42.5%
+96.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.1% | -0.5% |
| 7D | +1.5% | -2.7% | +4.3% | +2.7% |
| 30D | -3.1% | -5.6% | +2.6% | -0.7% |
| 3M | +28.1% | +26.5% | +1.6% | +14.4% |
| 6M | +67.4% | +8.1% | +59.3% | +59.9% |
| YTD | +59.8% | -0.3% | +60.1% | +58.4% |
| 1Y | +45.6% | -0.9% | +46.4% | +44.6% |
| 3Y | +162.0% | +66.6% | +95.4% | +74.4% |
| All | +139.3% | +42.5% | +96.7% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 all: compounded portfolio wealth divided by compounded WTW 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…
all analysis · Full analysis span regression · 6 months rolling