+156.6%
LTH vs WYNN
-5.1%
+161.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.3% |
| 7D | -4.0% | -4.2% | +0.2% | -2.8% |
| 30D | -5.3% | -14.6% | +9.3% | -0.9% |
| 3M | +19.0% | -18.4% | +37.4% | +26.0% |
| 6M | +55.8% | -11.9% | +67.7% | +60.9% |
| YTD | +56.1% | -26.6% | +82.7% | +69.5% |
| 1Y | +41.3% | -28.5% | +69.8% | +53.3% |
| 3Y | +156.6% | -5.1% | +161.8% | +137.9% |
| All | +156.6% | -5.1% | +161.7% | +137.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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