+14,847.5%
WWD vs LH
+1,272.9%
+13,574.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +4.0% | +1.1% | +2.9% | +3.8% |
| 30D | +0.4% | +16.7% | -16.3% | -2.6% |
| 3M | -7.9% | +15.1% | -23.0% | -10.6% |
| 6M | -10.6% | +46.3% | -57.0% | -17.3% |
| YTD | +9.4% | +48.8% | -39.4% | +0.9% |
| 1Y | +25.7% | +39.7% | -14.0% | +17.4% |
| 3Y | +148.5% | +87.0% | +61.5% | +118.3% |
| 5Y | +189.5% | +53.0% | +136.5% | +162.5% |
| 10Y | +451.8% | +264.3% | +187.4% | +331.6% |
| All | +14,847.5% | +1,272.9% | +13,574.6% | +10,420.8% |
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