+4,353.8%
WAB vs LH
+1,333.8%
+3,020.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +7.9% | +2.5% | +5.4% | +7.4% |
| 30D | +4.9% | +18.7% | -13.8% | +1.3% |
| 3M | +1.8% | +15.3% | -13.6% | -1.2% |
| 6M | +12.0% | +45.4% | -33.4% | +3.7% |
| YTD | +41.3% | +49.5% | -8.2% | +30.0% |
| 1Y | +43.8% | +41.4% | +2.4% | +33.8% |
| 3Y | +171.1% | +87.6% | +83.4% | +137.1% |
| 5Y | +217.7% | +53.8% | +164.0% | +187.0% |
| 10Y | +272.3% | +266.2% | +6.2% | +185.5% |
| All | +4,353.8% | +1,333.8% | +3,020.0% | +2,894.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling