+84.2%
WAT vs LTH
+234.6%
-150.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.3% | -0.6% |
| 7D | +2.0% | -4.6% | +6.6% | +3.4% |
| 30D | +7.7% | +14.8% | -7.1% | +3.3% |
| 3M | +11.1% | +3.9% | +7.1% | +9.4% |
| 6M | +31.2% | +35.5% | -4.3% | +18.5% |
| YTD | +21.7% | +71.3% | -49.6% | +1.3% |
| 1Y | +19.3% | +75.7% | -56.4% | -1.4% |
| All | +84.2% | +234.6% | -150.4% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling