+4,975.3%
WEC vs LH
+1,579.7%
+3,395.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.6% |
| 3M | +8.4% | +15.1% | -6.6% | +7.1% |
| 6M | +7.5% | +46.3% | -38.8% | +4.0% |
| YTD | +15.3% | +48.8% | -33.4% | +11.4% |
| 1Y | +9.7% | +39.7% | -30.0% | +6.5% |
| 3Y | +64.7% | +87.0% | -22.4% | +55.7% |
| 5Y | +57.3% | +53.0% | +4.3% | +50.5% |
| 10Y | +195.9% | +264.3% | -68.5% | +164.2% |
| All | +4,975.3% | +1,579.7% | +3,395.6% | +4,045.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling