+195.2%
WEC vs LH
+263.7%
-68.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.7% | +2.5% | -3.2% | -1.4% |
| 30D | +11.0% | +18.7% | -7.7% | +5.8% |
| 3M | +8.6% | +15.3% | -6.7% | +4.2% |
| 6M | +6.2% | +45.4% | -39.2% | -4.6% |
| YTD | +14.3% | +49.5% | -35.2% | +1.6% |
| 1Y | +8.4% | +41.4% | -33.0% | -2.2% |
| 3Y | +62.9% | +87.6% | -24.8% | +34.1% |
| 5Y | +55.8% | +53.8% | +2.1% | +33.6% |
| All | +195.2% | +263.7% | -68.5% | +87.8% |
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