+12,506.9%
WAT vs LH
+1,986.5%
+10,520.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.7% | +3.8% |
| 7D | +6.0% | +4.6% | +1.5% | +4.9% |
| 30D | +9.9% | +19.1% | -9.2% | +5.4% |
| 3M | +17.2% | +16.7% | +0.4% | +12.9% |
| 6M | +34.2% | +47.0% | -12.8% | +22.4% |
| YTD | +25.5% | +49.3% | -23.8% | +14.1% |
| 1Y | +28.3% | +48.6% | -20.4% | +16.8% |
| 3Y | +88.4% | +87.8% | +0.5% | +62.8% |
| 5Y | +36.1% | +65.0% | -28.9% | +21.0% |
| 10Y | +234.8% | +275.0% | -40.2% | +148.3% |
| All | +12,506.9% | +1,986.5% | +10,520.4% | +6,507.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling