+142.1%
WEC vs LH
+179.1%
-37.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | +0.4% |
| 7D | -1.3% | -7.4% | +6.1% | +0.8% |
| 30D | -0.4% | -4.6% | +4.2% | +0.8% |
| 3M | -6.8% | +14.5% | -21.3% | -10.4% |
| 6M | -6.4% | +14.8% | -21.2% | -10.2% |
| YTD | +2.5% | +23.3% | -20.8% | -3.7% |
| 1Y | -0.4% | +13.6% | -14.0% | -4.5% |
| 3Y | +38.5% | +56.3% | -17.8% | +20.3% |
| 5Y | +31.7% | +25.2% | +6.5% | +19.7% |
| All | +142.1% | +179.1% | -37.0% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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