-5.1%
WAT vs LH
+31.3%
-36.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.2% |
| 7D | -0.7% | -0.8% | +0.1% | -0.2% |
| 30D | -1.0% | +2.0% | -3.0% | -2.2% |
| 3M | +10.9% | +24.3% | -13.4% | -4.0% |
| 6M | +33.2% | +21.1% | +12.1% | +17.4% |
| YTD | +6.1% | +30.4% | -24.4% | -11.1% |
| 1Y | +30.2% | +18.4% | +11.9% | +15.4% |
| 3Y | +52.9% | +65.5% | -12.6% | +7.6% |
| 5Y | -5.1% | +29.9% | -35.0% | -21.5% |
| All | -5.1% | +31.3% | -36.4% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling