+1,379.2%
WDC vs LH
+65.4%
+1,313.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.8% | +2.1% |
| 7D | +6.0% | -0.8% | +6.8% | +6.0% |
| 30D | +9.9% | +2.0% | +7.9% | +9.8% |
| 3M | -9.4% | +24.3% | -33.6% | -10.5% |
| 6M | +94.7% | +21.1% | +73.7% | +92.9% |
| YTD | +177.4% | +30.4% | +146.9% | +170.6% |
| 1Y | +412.6% | +18.4% | +394.2% | +406.5% |
| All | +1,379.2% | +65.4% | +1,313.7% | +1,417.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling