+15,588.9%
WWD vs LH
+1,111.4%
+14,477.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.3% |
| 7D | +1.3% | -2.5% | +3.7% | +1.8% |
| 30D | -7.2% | +4.3% | -11.5% | -8.0% |
| 3M | -3.8% | +25.5% | -29.4% | -8.2% |
| 6M | -9.9% | +17.0% | -26.9% | -12.7% |
| YTD | +14.8% | +31.3% | -16.4% | +8.7% |
| 1Y | +42.1% | +20.0% | +22.1% | +36.6% |
| 3Y | +170.8% | +63.9% | +106.9% | +144.3% |
| 5Y | +197.5% | +30.9% | +166.7% | +178.1% |
| 10Y | +477.8% | +191.4% | +286.4% | +369.3% |
| All | +15,588.9% | +1,111.4% | +14,477.5% | +11,232.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling