+161.1%
WAB vs LTH
+268.4%
-107.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.2% | +2.1% |
| 7D | +1.4% | +4.5% | -3.1% | +0.5% |
| 30D | +0.4% | +16.3% | -15.9% | -2.6% |
| 3M | -3.8% | +8.4% | -12.2% | -5.5% |
| 6M | +5.1% | +40.3% | -35.2% | -2.5% |
| YTD | +33.3% | +77.3% | -44.0% | +17.1% |
| 1Y | +39.8% | +88.0% | -48.1% | +21.2% |
| 3Y | +161.1% | +274.3% | -113.2% | +112.5% |
| All | +161.1% | +268.4% | -107.4% | +112.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling