+236.2%
WELL vs LTH
+183.0%
+53.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.0% |
| 7D | +3.5% | +7.0% | -3.5% | +2.5% |
| 30D | +9.7% | +15.4% | -5.7% | +7.5% |
| 3M | +4.8% | +7.0% | -2.2% | +3.7% |
| 6M | +16.1% | +46.9% | -30.8% | +9.7% |
| YTD | +34.7% | +76.4% | -41.7% | +23.3% |
| 1Y | +31.9% | +83.7% | -51.8% | +20.0% |
| 3Y | +209.9% | +248.9% | -39.0% | +152.0% |
| 5Y | +226.5% | +141.8% | +84.7% | +163.3% |
| All | +236.2% | +183.0% | +53.2% | +163.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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