+167.2%
LTH vs WU
-48.7%
+215.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | 0.0% | +0.8% |
| 7D | +6.4% | +11.0% | -4.6% | +2.9% |
| 30D | +16.7% | +13.4% | +3.3% | +12.0% |
| 3M | +11.7% | +2.2% | +9.5% | +10.5% |
| 6M | +48.5% | -18.2% | +66.7% | +56.8% |
| YTD | +78.4% | -18.3% | +96.7% | +86.8% |
| 1Y | +89.7% | -12.2% | +101.8% | +92.2% |
| 3Y | +245.6% | -20.8% | +266.4% | +254.1% |
| 5Y | +142.7% | -42.6% | +185.3% | +180.1% |
| All | +167.2% | -48.7% | +215.9% | +185.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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