+296.4%
WBD vs LH
+698.8%
-402.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.2% |
| 7D | -0.7% | -0.8% | +0.1% | -0.3% |
| 30D | +5.0% | +2.0% | +3.0% | +4.0% |
| 3M | +6.2% | +24.3% | -18.0% | -4.6% |
| 6M | +0.6% | +21.1% | -20.4% | -8.8% |
| YTD | -2.4% | +30.4% | -32.9% | -15.1% |
| 1Y | +127.7% | +18.4% | +109.3% | +106.8% |
| 3Y | +148.4% | +65.5% | +82.9% | +92.3% |
| 5Y | +4.2% | +29.9% | -25.6% | -11.3% |
| 10Y | +10.8% | +186.6% | -175.8% | -39.7% |
| All | +296.4% | +698.8% | -402.5% | +30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling