+202.7%
WELL vs LH
+87.4%
+115.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +0.1% | +2.5% | -2.3% | -0.4% |
| 30D | +6.8% | +18.7% | -11.9% | +2.7% |
| 3M | +6.7% | +15.3% | -8.6% | +3.2% |
| 6M | +13.8% | +45.4% | -31.6% | +4.1% |
| YTD | +33.8% | +49.5% | -15.7% | +21.1% |
| 1Y | +29.6% | +41.4% | -11.8% | +18.8% |
| All | +202.7% | +87.4% | +115.3% | +157.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling