+143.5%
LTH vs WU
-48.8%
+192.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | -0.6% | -0.8% | +0.2% | -0.4% |
| 30D | -4.6% | -1.1% | -3.5% | -4.3% |
| 3M | +32.8% | -3.9% | +36.7% | +32.4% |
| 6M | +64.6% | -20.7% | +85.3% | +75.6% |
| YTD | +62.6% | -18.4% | +81.0% | +70.8% |
| 1Y | +49.9% | -8.1% | +58.0% | +48.0% |
| 3Y | +151.3% | -24.2% | +175.5% | +164.3% |
| All | +143.5% | -48.8% | +192.3% | +160.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling