+135.2%
LTH vs WYNN
+9.8%
+125.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -0.9% |
| 7D | -4.0% | -1.4% | -2.6% | -3.5% |
| 30D | -1.7% | -11.8% | +10.1% | +2.9% |
| 3M | +28.0% | -15.8% | +43.8% | +36.0% |
| 6M | +54.1% | -10.7% | +64.8% | +59.6% |
| YTD | +57.1% | -24.5% | +81.5% | +72.4% |
| 1Y | +45.8% | -25.0% | +70.8% | +58.9% |
| 3Y | +157.6% | -1.8% | +159.3% | +141.8% |
| All | +135.2% | +9.8% | +125.4% | +100.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling