+4.7%
WY vs LH
+183.3%
-178.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.6% |
| 7D | -4.2% | -4.7% | +0.5% | -1.4% |
| 30D | -10.1% | -3.5% | -6.6% | -8.3% |
| 3M | -8.5% | +17.7% | -26.2% | -17.5% |
| 6M | -3.3% | +15.8% | -19.1% | -12.1% |
| YTD | -4.4% | +25.1% | -29.5% | -17.5% |
| 1Y | -11.5% | +12.5% | -24.0% | -19.0% |
| 3Y | -24.3% | +59.8% | -84.1% | -45.5% |
| 5Y | -21.3% | +27.1% | -48.4% | -36.0% |
| All | +4.7% | +183.3% | -178.6% | -53.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling