-7.5%
WY vs LH
+20.0%
-27.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.3% |
| 7D | -2.6% | -2.5% | -0.2% | -2.0% |
| 30D | -10.9% | +4.3% | -15.3% | -11.9% |
| 3M | -6.0% | +25.5% | -31.5% | -12.1% |
| 6M | -5.6% | +17.0% | -22.6% | -10.5% |
| YTD | -1.1% | +31.3% | -32.4% | -9.1% |
| 1Y | -7.5% | +20.0% | -27.4% | -14.6% |
| All | -7.5% | +20.0% | -27.5% | -14.6% |
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 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