+223.7%
WAB vs LTH
+156.3%
+67.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.6% |
| 6M | +16.5% | +67.4% | -50.9% | +3.3% |
| YTD | +33.7% | +59.8% | -26.1% | +19.5% |
| 1Y | +49.7% | +45.6% | +4.1% | +36.3% |
| 3Y | +170.9% | +162.0% | +8.9% | +113.1% |
| All | +223.7% | +156.3% | +67.4% | +146.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling