+27.3%
WAT vs LTH
+84.0%
-56.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.3% | -4.7% | -0.4% |
| 7D | -1.9% | +9.9% | -11.8% | -4.9% |
| 30D | +6.2% | +18.3% | -12.1% | +0.5% |
| 3M | +18.1% | +5.9% | +12.1% | +15.7% |
| 6M | +54.9% | +80.3% | -25.4% | +16.6% |
| YTD | +23.1% | +78.3% | -55.2% | -6.8% |
| 1Y | +27.3% | +81.0% | -53.7% | -4.5% |
| All | +27.3% | +84.0% | -56.7% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling