+228.3%
WAT vs LH
+261.9%
-33.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +0.6% | +1.1% | -0.5% | +0.1% |
| 30D | +5.4% | +16.7% | -11.3% | -2.7% |
| 3M | +11.3% | +15.1% | -3.8% | +3.4% |
| 6M | +37.4% | +46.3% | -8.9% | +12.9% |
| YTD | +21.2% | +48.8% | -27.6% | -1.3% |
| 1Y | +21.3% | +39.7% | -18.4% | +2.0% |
| 3Y | +83.4% | +87.0% | -3.7% | +32.9% |
| 5Y | +29.0% | +53.0% | -24.0% | +1.3% |
| All | +228.3% | +261.9% | -33.6% | +71.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling