+9,737.7%
WFC vs LH
+1,382.1%
+8,355.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.1% |
| 7D | +3.8% | -2.5% | +6.2% | +4.2% |
| 30D | +1.5% | +4.3% | -2.9% | +0.7% |
| 3M | +10.9% | +25.5% | -14.7% | +6.3% |
| 6M | +8.4% | +17.0% | -8.5% | +5.3% |
| YTD | -1.9% | +31.3% | -33.1% | -6.8% |
| 1Y | +12.3% | +20.0% | -7.6% | +8.3% |
| 3Y | +132.3% | +63.9% | +68.5% | +111.3% |
| 5Y | +130.1% | +30.9% | +99.2% | +116.6% |
| 10Y | +134.4% | +191.4% | -57.0% | +92.6% |
| All | +9,737.7% | +1,382.1% | +8,355.7% | +6,289.5% |
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