+20,121.6%
WM vs LH
+1,562.0%
+18,559.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.2% |
| 7D | +1.2% | +1.4% | -0.2% | +1.0% |
| 30D | +13.1% | +17.5% | -4.4% | +10.6% |
| 3M | +3.6% | +16.1% | -12.4% | +1.5% |
| 6M | +8.1% | +43.4% | -35.3% | +2.9% |
| YTD | +8.9% | +47.2% | -38.3% | +3.2% |
| 1Y | +20.3% | +50.1% | -29.8% | +13.7% |
| 3Y | +46.2% | +81.2% | -35.0% | +34.3% |
| 5Y | +59.9% | +63.7% | -3.8% | +48.1% |
| 10Y | +345.6% | +269.2% | +76.4% | +270.4% |
| All | +20,121.6% | +1,562.0% | +18,559.6% | +13,189.5% |
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