+13.5%
WFC vs LTH
+43.6%
-30.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.2% |
| 7D | +0.4% | -4.0% | +4.4% | +1.0% |
| 30D | +2.5% | -1.7% | +4.1% | +2.6% |
| 3M | +10.0% | +28.0% | -18.0% | +5.9% |
| 6M | +15.1% | +54.1% | -39.0% | +7.2% |
| YTD | -2.2% | +57.1% | -59.3% | -8.6% |
| 1Y | +13.5% | +45.8% | -32.3% | +6.4% |
| All | +13.5% | +43.6% | -30.1% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling