+571.3%
WDC vs LTH
+183.0%
+388.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.5% | +10.3% | +10.0% |
| 7D | -14.4% | +7.0% | -21.4% | -16.1% |
| 30D | -27.1% | +15.4% | -42.5% | -29.9% |
| 3M | -33.3% | +7.0% | -40.3% | -34.8% |
| 6M | -39.6% | +46.9% | -86.4% | -46.3% |
| YTD | +68.4% | +76.4% | -8.0% | +41.0% |
| 1Y | +78.2% | +83.7% | -5.6% | +47.3% |
| 3Y | +772.0% | +248.9% | +523.1% | +483.4% |
| 5Y | +584.9% | +141.8% | +443.1% | +344.6% |
| All | +571.3% | +183.0% | +388.3% | +326.1% |
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