+9.7%
WEC vs LH
+41.3%
-31.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +2.3% | +1.1% | +1.3% | +2.2% |
| 30D | +11.1% | +16.7% | -5.7% | +8.6% |
| 3M | +8.4% | +15.1% | -6.6% | +6.2% |
| 6M | +7.5% | +46.3% | -38.8% | +0.3% |
| YTD | +15.3% | +48.8% | -33.4% | +6.5% |
| 1Y | +9.7% | +39.7% | -30.0% | +1.4% |
| All | +9.7% | +41.3% | -31.6% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling