+39.9%
WWD vs LH
+11.8%
+28.1%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +3.0% | -0.5% |
| 7D | -2.9% | -7.4% | +4.5% | -1.2% |
| 30D | -6.6% | -4.6% | -2.0% | -5.7% |
| 3M | -9.3% | +14.5% | -23.8% | -13.7% |
| 6M | -13.6% | +14.8% | -28.4% | -18.0% |
| YTD | +10.4% | +23.3% | -12.9% | +3.1% |
| 1Y | +39.9% | +13.6% | +26.3% | +33.2% |
| All | +39.9% | +11.8% | +28.1% | +33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling