+1,188.5%
WDC vs LH
+183.3%
+1,005.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -3.7% |
| 7D | -4.3% | -4.7% | +0.4% | -2.0% |
| 30D | -1.5% | -3.5% | +2.0% | 0.0% |
| 3M | -15.5% | +17.7% | -33.2% | -23.3% |
| 6M | +66.5% | +15.8% | +50.7% | +51.8% |
| YTD | +159.9% | +25.1% | +134.8% | +126.1% |
| 1Y | +366.0% | +12.5% | +353.5% | +325.6% |
| 3Y | +1,285.8% | +59.8% | +1,226.1% | +898.5% |
| 5Y | +925.6% | +27.1% | +898.5% | +732.5% |
| All | +1,188.5% | +183.3% | +1,005.3% | +541.1% |
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 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