+712.3%
WDC vs LTH
+268.4%
+443.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.2% |
| 7D | -28.0% | +4.5% | -32.4% | -28.6% |
| 30D | -34.9% | +16.3% | -51.3% | -36.8% |
| 3M | -41.6% | +8.4% | -49.9% | -42.5% |
| 6M | -45.4% | +40.3% | -85.7% | -49.5% |
| YTD | +53.3% | +77.3% | -24.0% | +33.7% |
| 1Y | +61.5% | +88.0% | -26.4% | +39.0% |
| 3Y | +712.3% | +274.3% | +438.1% | +575.4% |
| All | +712.3% | +268.4% | +443.9% | +575.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling