+112.8%
WFC vs LTH
+160.9%
-48.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.8% |
| 7D | +3.8% | -0.6% | +4.4% | +3.9% |
| 30D | +1.5% | -4.6% | +6.1% | +2.3% |
| 3M | +10.9% | +32.8% | -21.9% | +4.6% |
| 6M | +8.4% | +64.6% | -56.2% | -2.5% |
| YTD | -1.9% | +62.6% | -64.5% | -11.6% |
| 1Y | +12.3% | +49.9% | -37.6% | +2.6% |
| 3Y | +132.3% | +151.3% | -19.0% | +88.0% |
| All | +112.8% | +160.9% | -48.1% | +67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling