+112.4%
WFC vs LH
+261.9%
-149.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.6% |
| 7D | +2.5% | +1.1% | +1.4% | +2.0% |
| 30D | +7.0% | +16.7% | -9.7% | -0.8% |
| 3M | -1.8% | +15.1% | -16.9% | -8.5% |
| 6M | +18.4% | +46.3% | -27.9% | -2.0% |
| YTD | -5.6% | +48.8% | -54.4% | -23.1% |
| 1Y | +3.9% | +39.7% | -35.8% | -12.7% |
| 3Y | +126.3% | +87.0% | +39.3% | +60.7% |
| 5Y | +91.1% | +53.0% | +38.1% | +47.3% |
| All | +112.4% | +261.9% | -149.5% | +2.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling