+474.4%
WWD vs LH
+179.1%
+295.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +3.0% | +0.8% |
| 7D | -2.9% | -7.4% | +4.5% | +0.9% |
| 30D | -6.6% | -4.6% | -2.0% | -4.5% |
| 3M | -9.3% | +14.5% | -23.8% | -16.2% |
| 6M | -13.6% | +14.8% | -28.4% | -20.2% |
| YTD | +10.4% | +23.3% | -12.9% | -2.0% |
| 1Y | +39.9% | +13.6% | +26.3% | +28.9% |
| 3Y | +165.0% | +56.3% | +108.7% | +100.9% |
| 5Y | +183.8% | +25.2% | +158.6% | +137.4% |
| All | +474.4% | +179.1% | +295.2% | +185.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling