+19,104.4%
WELL vs LH
+1,382.1%
+17,722.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.9% |
| 7D | -0.8% | -2.5% | +1.7% | -0.5% |
| 30D | -0.1% | +4.3% | -4.4% | -0.7% |
| 3M | +18.0% | +25.5% | -7.5% | +14.5% |
| 6M | +15.0% | +17.0% | -2.0% | +12.5% |
| YTD | +28.6% | +31.3% | -2.7% | +23.8% |
| 1Y | +42.9% | +20.0% | +22.9% | +39.1% |
| 3Y | +203.0% | +63.9% | +139.2% | +182.1% |
| 5Y | +206.9% | +30.9% | +176.0% | +192.8% |
| 10Y | +339.5% | +191.4% | +148.1% | +281.5% |
| All | +19,104.4% | +1,382.1% | +17,722.3% | +14,410.6% |
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 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