+9,337.4%
WFC vs LH
+1,587.6%
+7,749.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | -1.3% | +1.2% | -2.5% | -1.5% |
| 30D | +3.6% | +18.0% | -14.4% | +0.5% |
| 3M | -1.3% | +15.7% | -17.0% | -4.0% |
| 6M | +18.0% | +46.6% | -28.7% | +10.0% |
| YTD | -5.9% | +49.5% | -55.3% | -12.7% |
| 1Y | +1.8% | +40.2% | -38.4% | -4.6% |
| 3Y | +125.0% | +87.6% | +37.4% | +99.6% |
| 5Y | +92.0% | +59.3% | +32.7% | +74.5% |
| 10Y | +117.9% | +266.1% | -148.2% | +72.7% |
| All | +9,337.4% | +1,587.6% | +7,749.8% | +5,883.7% |
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