+6.6%
WBD vs LTH
+150.3%
-143.8%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.7% | +1.3% |
| 7D | -0.6% | -3.7% | +3.1% | +0.7% |
| 30D | +4.2% | -5.3% | +9.5% | +6.0% |
| 3M | +7.5% | +24.2% | -16.7% | -0.7% |
| 6M | +1.6% | +54.8% | -53.2% | -14.1% |
| YTD | -2.2% | +56.1% | -58.2% | -18.0% |
| 1Y | +124.9% | +45.5% | +79.3% | +92.6% |
| 3Y | +149.1% | +155.9% | -6.8% | +68.1% |
| All | +6.6% | +150.3% | -143.8% | -34.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling