+55.3%
WEC vs LH
+61.0%
-5.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -0.5% | +1.2% | -1.7% | -0.9% |
| 30D | +12.0% | +18.0% | -6.0% | +7.1% |
| 3M | +11.1% | +15.7% | -4.6% | +6.6% |
| 6M | +6.0% | +46.6% | -40.7% | -4.9% |
| YTD | +14.3% | +49.5% | -35.2% | +1.6% |
| 1Y | +8.0% | +40.2% | -32.2% | -2.2% |
| 3Y | +62.8% | +87.6% | -24.7% | +33.1% |
| 5Y | +55.3% | +59.3% | -4.0% | +28.5% |
| All | +55.3% | +61.0% | -5.7% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling