+1,017.2%
WDC vs LTH
+152.0%
+865.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.5% |
| 7D | +7.5% | -4.0% | +11.5% | +8.6% |
| 30D | +10.1% | -1.7% | +11.7% | +10.5% |
| 3M | -6.8% | +28.0% | -34.8% | -13.7% |
| 6M | +84.1% | +54.1% | +30.1% | +61.0% |
| YTD | +180.3% | +57.1% | +123.2% | +143.0% |
| 1Y | +411.1% | +45.8% | +365.3% | +350.8% |
| 3Y | +1,375.0% | +157.6% | +1,217.4% | +973.1% |
| All | +1,017.2% | +152.0% | +865.3% | +634.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling