+5,928.6%
WPM vs LH
+701.7%
+5,226.9%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.7% |
| 7D | +1.1% | -2.5% | +3.5% | +1.8% |
| 30D | +26.4% | +4.3% | +22.0% | +25.1% |
| 3M | +20.8% | +25.5% | -4.7% | +13.4% |
| 6M | +1.1% | +17.0% | -15.9% | -3.3% |
| YTD | +32.5% | +31.3% | +1.2% | +22.9% |
| 1Y | +51.5% | +20.0% | +31.6% | +43.9% |
| 3Y | +267.0% | +63.9% | +203.2% | +215.8% |
| 5Y | +250.1% | +30.9% | +219.3% | +216.4% |
| 10Y | +540.4% | +191.4% | +349.0% | +328.6% |
| All | +5,928.6% | +701.7% | +5,226.9% | +2,403.6% |
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