+182.3%
WWD vs LH
+27.0%
+155.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +0.8% |
| 7D | -2.6% | -4.7% | +2.1% | -1.0% |
| 30D | -6.9% | -3.5% | -3.4% | -5.9% |
| 3M | -13.0% | +17.7% | -30.7% | -18.5% |
| 6M | -12.5% | +15.8% | -28.2% | -17.4% |
| YTD | +11.8% | +25.1% | -13.3% | +2.5% |
| 1Y | +41.1% | +12.5% | +28.6% | +33.9% |
| 3Y | +163.1% | +59.8% | +103.3% | +116.1% |
| All | +182.3% | +27.0% | +155.3% | +132.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling