+139.3%
LTH vs WU
-50.0%
+189.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -0.9% |
| 7D | +1.5% | -0.8% | +2.4% | +1.8% |
| 30D | -3.1% | -1.1% | -1.9% | -2.7% |
| 3M | +28.1% | -1.8% | +29.9% | +26.6% |
| 6M | +67.4% | -23.9% | +91.3% | +81.3% |
| YTD | +59.8% | -20.4% | +80.2% | +69.2% |
| 1Y | +45.6% | -10.6% | +56.2% | +45.1% |
| 3Y | +162.0% | -27.7% | +189.7% | +181.3% |
| All | +139.3% | -50.0% | +189.3% | +158.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling