+211.0%
WELL vs LH
+31.3%
+179.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -1.3% | -0.8% | -0.5% | -1.1% |
| 30D | +0.5% | +2.0% | -1.5% | -0.1% |
| 3M | +19.1% | +24.3% | -5.2% | +11.0% |
| 6M | +17.0% | +21.1% | -4.1% | +9.7% |
| YTD | +29.2% | +30.4% | -1.2% | +18.0% |
| 1Y | +42.1% | +18.4% | +23.8% | +33.7% |
| 3Y | +204.5% | +65.5% | +139.1% | +150.2% |
| 5Y | +211.0% | +29.9% | +181.1% | +153.6% |
| All | +211.0% | +31.3% | +179.7% | +153.6% |
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 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