+88.5%
WDC vs LTH
+79.8%
+8.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.2% | -7.2% | -5.1% |
| 7D | +12.1% | -1.3% | +13.4% | +12.2% |
| 30D | -18.8% | +15.7% | -34.5% | -19.9% |
| 3M | -39.3% | +5.0% | -44.3% | -39.4% |
| 6M | -40.1% | +37.7% | -77.8% | -44.1% |
| YTD | +71.8% | +75.0% | -3.2% | +47.4% |
| 1Y | +88.5% | +82.6% | +5.8% | +59.8% |
| All | +88.5% | +79.8% | +8.7% | +59.8% |
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