+112.1%
WFC vs LTH
+152.0%
-39.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.3% |
| 7D | +0.4% | -4.0% | +4.4% | +1.2% |
| 30D | +2.5% | -1.7% | +4.1% | +2.7% |
| 3M | +10.0% | +28.0% | -18.0% | +4.5% |
| 6M | +15.1% | +54.1% | -39.0% | +4.9% |
| YTD | -2.2% | +57.1% | -59.3% | -11.3% |
| 1Y | +13.5% | +45.8% | -32.3% | +4.2% |
| 3Y | +135.2% | +157.6% | -22.3% | +89.3% |
| All | +112.1% | +152.0% | -39.9% | +68.2% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling