+18.2%
WAT vs LTH
+160.9%
-142.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -1.3% | -0.6% | -0.6% | -1.2% |
| 30D | +2.3% | -4.6% | +6.9% | +3.3% |
| 3M | +8.7% | +32.8% | -24.1% | +1.4% |
| 6M | +28.3% | +64.6% | -36.3% | +13.3% |
| YTD | +7.8% | +62.6% | -54.9% | -4.6% |
| 1Y | +36.6% | +49.9% | -13.3% | +22.9% |
| 3Y | +45.7% | +151.3% | -105.7% | +15.1% |
| All | +18.2% | +160.9% | -142.7% | -12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling