+4,092.2%
WAB vs LH
+1,158.9%
+2,933.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.0% |
| 7D | -3.2% | -2.5% | -0.8% | -2.7% |
| 30D | -4.4% | +4.3% | -8.8% | -5.3% |
| 3M | +7.9% | +25.5% | -17.7% | +3.0% |
| 6M | +8.7% | +17.0% | -8.3% | +5.3% |
| YTD | +33.0% | +31.3% | +1.7% | +25.8% |
| 1Y | +46.7% | +20.0% | +26.7% | +41.0% |
| 3Y | +153.0% | +63.9% | +89.1% | +127.6% |
| 5Y | +222.3% | +30.9% | +191.4% | +200.8% |
| 10Y | +291.0% | +191.4% | +99.6% | +212.5% |
| All | +4,092.2% | +1,158.9% | +2,933.3% | +2,796.9% |
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