+113.2%
WDC vs LH
+44.2%
+69.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.9% | -10.7% | -5.8% |
| 7D | -18.3% | +2.1% | -20.4% | -17.7% |
| 30D | -26.7% | +19.2% | -45.8% | -22.4% |
| 3M | -40.9% | +18.0% | -59.0% | -37.5% |
| 6M | -26.8% | +46.1% | -72.8% | -20.2% |
| YTD | +88.2% | +47.7% | +40.5% | +97.7% |
| 1Y | +113.2% | +47.2% | +66.0% | +123.1% |
| All | +113.2% | +44.2% | +69.0% | +123.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling