+417.4%
WDC vs LTH
+54.1%
+363.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.3% | +5.5% | +5.8% |
| 7D | +1.7% | -0.6% | +2.4% | +1.8% |
| 30D | -10.0% | -4.6% | -5.4% | -9.6% |
| 3M | -18.8% | +32.8% | -51.6% | -22.6% |
| 6M | +79.0% | +64.6% | +14.4% | +64.1% |
| YTD | +171.6% | +62.6% | +108.9% | +149.3% |
| 1Y | +417.4% | +49.9% | +367.4% | +429.5% |
| All | +417.4% | +54.1% | +363.3% | +429.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling