+642.9%
WDC vs LH
+261.9%
+381.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.5% | -4.8% |
| 7D | +12.1% | +1.1% | +11.0% | +11.6% |
| 30D | -18.8% | +16.7% | -35.5% | -24.8% |
| 3M | -39.3% | +15.1% | -54.4% | -43.8% |
| 6M | -40.1% | +46.3% | -86.5% | -51.9% |
| YTD | +71.8% | +48.8% | +23.0% | +35.8% |
| 1Y | +88.5% | +39.7% | +48.8% | +54.1% |
| 3Y | +770.0% | +87.0% | +682.9% | +474.6% |
| 5Y | +549.0% | +53.0% | +496.0% | +375.0% |
| All | +642.9% | +261.9% | +381.0% | +212.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling