+468.3%
WELL vs LH
+263.2%
+205.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | +0.1% | +1.2% | -1.1% | -0.5% |
| 30D | +7.8% | +18.0% | -10.2% | -0.5% |
| 3M | +10.2% | +15.7% | -5.5% | +2.5% |
| 6M | +16.4% | +46.6% | -30.3% | -3.7% |
| YTD | +35.2% | +49.5% | -14.3% | +10.0% |
| 1Y | +30.5% | +40.2% | -9.7% | +9.4% |
| 3Y | +206.1% | +87.6% | +118.5% | +115.3% |
| 5Y | +228.3% | +59.3% | +169.0% | +146.0% |
| 10Y | +468.3% | +266.1% | +202.3% | +156.6% |
| All | +468.3% | +263.2% | +205.1% | +156.6% |
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