+131.4%
WMT vs LH
+23.7%
+107.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | +0.7% |
| 7D | -2.5% | -7.4% | +4.9% | -1.1% |
| 30D | -6.4% | -4.6% | -1.8% | -5.7% |
| 3M | -12.1% | +14.5% | -26.6% | -14.6% |
| 6M | -15.0% | +14.8% | -29.8% | -17.5% |
| YTD | -4.5% | +23.3% | -27.8% | -8.8% |
| 1Y | +6.2% | +13.6% | -7.4% | +3.0% |
| 3Y | +99.9% | +56.3% | +43.5% | +81.0% |
| 5Y | +131.4% | +25.2% | +106.2% | +115.9% |
| All | +131.4% | +23.7% | +107.8% | +115.9% |
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