+44.7%
WM vs LH
+86.6%
-41.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +1.2% | +4.8% | -3.6% | +0.2% |
| 30D | +13.7% | +18.8% | -5.1% | +9.2% |
| 3M | +5.2% | +15.7% | -10.5% | +1.7% |
| 6M | +11.2% | +46.7% | -35.5% | +1.3% |
| YTD | +9.4% | +48.9% | -39.5% | -1.0% |
| 1Y | +20.4% | +43.5% | -23.1% | +9.9% |
| 3Y | +44.7% | +86.9% | -42.2% | +21.0% |
| All | +44.7% | +86.6% | -41.9% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling