-40.1%
WDC vs LH
+45.6%
-85.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.5% | -5.2% |
| 7D | +12.1% | +1.1% | +11.0% | +12.6% |
| 30D | -18.8% | +16.7% | -35.5% | -8.7% |
| 3M | -39.3% | +15.1% | -54.4% | -31.9% |
| 6M | -40.1% | +46.3% | -86.5% | +0.4% |
| All | -40.1% | +45.6% | -85.7% | +0.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling