+7.8%
WBD vs LH
+23.7%
-15.8%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.4% | +5.4% | +3.4% |
| 7D | -0.6% | -7.4% | +6.8% | +3.6% |
| 30D | +4.2% | -4.6% | +8.8% | +6.7% |
| 3M | +7.5% | +14.5% | -7.0% | -1.1% |
| 6M | +1.6% | +14.8% | -13.2% | -7.1% |
| YTD | -2.2% | +23.3% | -25.4% | -15.1% |
| 1Y | +124.9% | +13.6% | +111.3% | +104.4% |
| 3Y | +149.1% | +56.3% | +92.8% | +84.8% |
| 5Y | +7.8% | +25.2% | -17.4% | -23.2% |
| All | +7.8% | +23.7% | -15.8% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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