+583.2%
WDC vs LH
+54.4%
+528.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +16.3% | +2.5% | +13.8% | +15.6% |
| 30D | -18.3% | +18.7% | -37.0% | -21.6% |
| 3M | -31.4% | +15.3% | -46.8% | -34.0% |
| 6M | -36.3% | +45.4% | -81.7% | -43.2% |
| YTD | +80.8% | +49.5% | +31.3% | +58.6% |
| 1Y | +87.7% | +41.4% | +46.3% | +67.9% |
| 3Y | +819.4% | +87.6% | +731.8% | +607.5% |
| 5Y | +583.2% | +53.8% | +529.4% | +427.2% |
| All | +583.2% | +54.4% | +528.8% | +427.2% |
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