+33.2%
WAT vs LTH
+137.1%
-103.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.9% |
| 7D | +0.6% | -1.3% | +1.9% | +0.9% |
| 30D | +5.4% | +15.7% | -10.2% | +1.7% |
| 3M | +11.3% | +5.0% | +6.3% | +9.7% |
| 6M | +37.4% | +37.7% | -0.3% | +26.3% |
| YTD | +21.2% | +75.0% | -53.8% | +4.7% |
| 1Y | +21.3% | +82.6% | -61.3% | +3.9% |
| 3Y | +83.4% | +241.3% | -157.9% | +35.4% |
| All | +33.2% | +137.1% | -103.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling