+40.0%
WPM vs LTH
+84.0%
-44.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +6.3% | +5.7% | +10.7% |
| 7D | +3.9% | +9.9% | -6.0% | +2.1% |
| 30D | -3.5% | +18.3% | -21.8% | -6.4% |
| 3M | +14.1% | +5.9% | +8.1% | +13.0% |
| 6M | +6.2% | +80.3% | -74.1% | -9.0% |
| YTD | +12.4% | +78.3% | -65.9% | -3.0% |
| 1Y | +40.0% | +81.0% | -41.1% | +20.4% |
| All | +40.0% | +84.0% | -44.1% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling