+991.6%
WDC vs LH
+28.2%
+963.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.4% |
| 7D | +7.5% | -3.2% | +10.7% | +8.4% |
| 30D | +10.1% | +0.1% | +9.9% | +9.8% |
| 3M | -6.8% | +18.6% | -25.5% | -11.9% |
| 6M | +84.1% | +17.9% | +66.2% | +74.1% |
| YTD | +180.3% | +28.9% | +151.3% | +155.4% |
| 1Y | +411.1% | +16.6% | +394.5% | +380.6% |
| 3Y | +1,375.0% | +63.6% | +1,311.5% | +1,072.0% |
| 5Y | +991.6% | +30.0% | +961.5% | +779.5% |
| All | +991.6% | +28.2% | +963.4% | +779.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling