+26.3%
WAT vs LTH
+85.5%
-59.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.4% | -0.6% |
| 7D | +3.4% | +6.4% | -3.0% | +1.2% |
| 30D | +9.6% | +16.7% | -7.1% | +3.9% |
| 3M | +15.5% | +11.7% | +3.8% | +10.8% |
| 6M | +33.9% | +48.5% | -14.6% | +12.6% |
| YTD | +25.2% | +78.4% | -53.2% | -6.8% |
| 1Y | +26.3% | +89.7% | -63.4% | -9.2% |
| All | +26.3% | +85.5% | -59.2% | -9.2% |
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