+10,726.6%
WAT vs LH
+1,734.4%
+8,992.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.7% |
| 7D | -1.3% | -2.5% | +1.2% | -0.7% |
| 30D | +2.3% | +4.3% | -2.0% | +1.3% |
| 3M | +8.7% | +25.5% | -16.8% | +3.0% |
| 6M | +28.3% | +17.0% | +11.4% | +23.7% |
| YTD | +7.8% | +31.3% | -23.5% | +1.1% |
| 1Y | +36.6% | +20.0% | +16.6% | +30.7% |
| 3Y | +45.7% | +63.9% | -18.2% | +30.1% |
| 5Y | -3.3% | +30.9% | -34.2% | -9.4% |
| 10Y | +162.1% | +191.4% | -29.3% | +105.0% |
| All | +10,726.6% | +1,734.4% | +8,992.2% | +5,754.7% |
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