+225.9%
WELL vs LTH
+137.1%
+88.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.3% | -0.5% |
| 7D | +0.1% | -1.3% | +1.4% | +0.3% |
| 30D | +5.7% | +15.7% | -10.0% | +3.5% |
| 3M | +4.6% | +5.0% | -0.4% | +3.8% |
| 6M | +11.9% | +37.7% | -25.8% | +6.7% |
| YTD | +33.6% | +75.0% | -41.4% | +22.5% |
| 1Y | +29.8% | +82.6% | -52.9% | +18.2% |
| 3Y | +202.2% | +241.3% | -39.2% | +147.1% |
| All | +225.9% | +137.1% | +88.8% | +165.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling