+13,214.3%
WDC vs LH
+1,382.1%
+11,832.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.4% | +7.3% | +6.2% |
| 7D | +1.7% | -2.5% | +4.2% | +2.3% |
| 30D | -10.0% | +4.3% | -14.3% | -10.9% |
| 3M | -18.8% | +25.5% | -44.3% | -23.2% |
| 6M | +79.0% | +17.0% | +62.1% | +72.0% |
| YTD | +171.6% | +31.3% | +140.3% | +153.8% |
| 1Y | +417.4% | +20.0% | +397.4% | +391.6% |
| 3Y | +1,251.8% | +63.9% | +1,187.9% | +1,088.4% |
| 5Y | +911.7% | +30.9% | +880.8% | +831.3% |
| 10Y | +1,399.6% | +191.4% | +1,208.3% | +1,073.4% |
| All | +13,214.3% | +1,382.1% | +11,832.2% | +6,855.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling