+221.0%
WELL vs LTH
+160.9%
+60.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.1% |
| 7D | -0.8% | -0.6% | -0.2% | -0.7% |
| 30D | -0.1% | -4.6% | +4.5% | +0.5% |
| 3M | +18.0% | +32.8% | -14.8% | +13.3% |
| 6M | +15.0% | +64.6% | -49.6% | +6.6% |
| YTD | +28.6% | +62.6% | -34.0% | +19.2% |
| 1Y | +42.9% | +49.9% | -7.0% | +33.9% |
| 3Y | +203.0% | +151.3% | +51.7% | +157.5% |
| All | +221.0% | +160.9% | +60.1% | +154.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling