+18,561.0%
WM vs LH
+1,382.1%
+17,178.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.0% |
| 7D | -0.3% | -2.5% | +2.1% | 0.0% |
| 30D | -2.4% | +4.3% | -6.7% | -2.9% |
| 3M | +0.4% | +25.5% | -25.1% | -2.6% |
| 6M | -9.5% | +17.0% | -26.4% | -11.4% |
| YTD | +0.5% | +31.3% | -30.8% | -3.2% |
| 1Y | -1.1% | +20.0% | -21.1% | -3.6% |
| 3Y | +46.0% | +63.9% | -17.8% | +36.1% |
| 5Y | +51.8% | +30.9% | +21.0% | +44.8% |
| 10Y | +307.5% | +191.4% | +116.1% | +248.5% |
| All | +18,561.0% | +1,382.1% | +17,178.9% | +12,365.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling