+271.8%
WPM vs LH
+63.5%
+208.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.3% |
| 7D | +3.9% | -3.2% | +7.1% | +4.7% |
| 30D | +17.7% | +0.1% | +17.5% | +17.8% |
| 3M | +39.4% | +18.6% | +20.8% | +35.0% |
| 6M | +6.4% | +17.9% | -11.5% | +3.0% |
| YTD | +34.0% | +28.9% | +5.0% | +28.0% |
| 1Y | +50.5% | +16.6% | +33.9% | +45.9% |
| All | +271.8% | +63.5% | +208.2% | +237.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling