+49.7%
WAB vs LTH
+46.4%
+3.2%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.3% | +0.9% |
| 7D | +1.7% | +1.5% | +0.1% | +1.3% |
| 30D | -2.4% | -3.1% | +0.6% | -1.8% |
| 3M | +9.7% | +28.1% | -18.4% | +3.2% |
| 6M | +16.5% | +67.4% | -50.9% | +2.1% |
| YTD | +33.7% | +59.8% | -26.1% | +17.9% |
| 1Y | +49.7% | +45.6% | +4.1% | +43.4% |
| All | +49.7% | +46.4% | +3.2% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling