+130.7%
WFC vs LTH
+159.1%
-28.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.5% | -1.9% |
| 7D | +1.1% | +1.5% | -0.5% | +0.8% |
| 30D | +0.8% | -3.1% | +3.9% | +1.3% |
| 3M | +9.3% | +28.1% | -18.8% | +4.4% |
| 6M | +10.6% | +67.4% | -56.8% | +0.2% |
| YTD | -4.1% | +59.8% | -63.9% | -12.3% |
| 1Y | +13.6% | +45.6% | -32.0% | +5.3% |
| 3Y | +130.7% | +162.0% | -31.3% | +95.1% |
| All | +130.7% | +159.1% | -28.4% | +95.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling