+59.7%
WM vs LH
+62.5%
-2.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.3% |
| 7D | +1.2% | +1.4% | -0.2% | +0.8% |
| 30D | +13.1% | +17.5% | -4.4% | +8.5% |
| 3M | +3.6% | +16.1% | -12.4% | -0.3% |
| 6M | +8.1% | +43.4% | -35.3% | -1.6% |
| YTD | +8.9% | +47.2% | -38.3% | -1.8% |
| 1Y | +20.3% | +50.1% | -29.8% | +7.9% |
| 3Y | +46.2% | +81.2% | -35.0% | +23.9% |
| All | +59.7% | +62.5% | -2.8% | +36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling