+6.8%
WBD vs LTH
+160.9%
-154.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -1.8% | -0.6% | -1.2% | -1.6% |
| 30D | +8.8% | -4.6% | +13.4% | +10.3% |
| 3M | +4.6% | +32.8% | -28.2% | -5.5% |
| 6M | +1.1% | +64.6% | -63.5% | -16.4% |
| YTD | -2.0% | +62.6% | -64.6% | -18.9% |
| 1Y | +140.0% | +49.9% | +90.1% | +103.7% |
| 3Y | +144.4% | +151.3% | -7.0% | +66.0% |
| All | +6.8% | +160.9% | -154.1% | -34.8% |
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