+8,858.4%
WMT vs LH
+1,372.9%
+7,485.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.0% |
| 7D | +0.1% | -0.8% | +1.0% | +0.2% |
| 30D | -5.0% | +2.0% | -7.0% | -5.2% |
| 3M | -11.3% | +24.3% | -35.5% | -13.4% |
| 6M | -13.8% | +21.1% | -34.8% | -15.6% |
| YTD | -4.2% | +30.4% | -34.7% | -7.0% |
| 1Y | +4.6% | +18.4% | -13.8% | +2.5% |
| 3Y | +100.5% | +65.5% | +35.0% | +89.0% |
| 5Y | +129.7% | +29.9% | +99.8% | +120.9% |
| 10Y | +423.4% | +186.6% | +236.8% | +358.2% |
| All | +8,858.4% | +1,372.9% | +7,485.5% | +6,143.3% |
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