+222.9%
WAB vs LH
+28.2%
+194.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.0% |
| 7D | +0.2% | -3.2% | +3.4% | +1.4% |
| 30D | -4.6% | +0.1% | -4.7% | -4.6% |
| 3M | +5.6% | +18.6% | -13.0% | -0.7% |
| 6M | +13.8% | +17.9% | -4.1% | +7.1% |
| YTD | +31.9% | +28.9% | +2.9% | +20.1% |
| 1Y | +48.3% | +16.6% | +31.6% | +39.5% |
| 3Y | +167.1% | +63.6% | +103.6% | +118.5% |
| 5Y | +222.9% | +30.0% | +192.9% | +175.3% |
| All | +222.9% | +28.2% | +194.7% | +175.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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