+437.9%
WWD vs LH
+261.9%
+176.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +4.0% | +1.1% | +2.9% | +3.4% |
| 30D | +0.4% | +16.7% | -16.3% | -7.5% |
| 3M | -7.9% | +15.1% | -23.0% | -14.9% |
| 6M | -10.6% | +46.3% | -57.0% | -27.6% |
| YTD | +9.4% | +48.8% | -39.4% | -12.5% |
| 1Y | +25.7% | +39.7% | -14.0% | +4.1% |
| 3Y | +148.5% | +87.0% | +61.5% | +70.3% |
| 5Y | +189.5% | +53.0% | +136.5% | +117.2% |
| All | +437.9% | +261.9% | +176.0% | +130.6% |
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 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