+711.8%
WY vs LH
+1,372.9%
-661.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -2.1% | -0.8% | -1.2% | -1.9% |
| 30D | -10.5% | +2.0% | -12.5% | -10.8% |
| 3M | -4.9% | +24.3% | -29.1% | -8.6% |
| 6M | -4.9% | +21.1% | -26.0% | -8.3% |
| YTD | -1.7% | +30.4% | -32.1% | -6.5% |
| 1Y | -9.4% | +18.4% | -27.8% | -12.4% |
| 3Y | -22.3% | +65.5% | -87.8% | -29.3% |
| 5Y | -20.5% | +29.9% | -50.4% | -24.9% |
| 10Y | +4.9% | +186.6% | -181.7% | -12.2% |
| All | +711.8% | +1,372.9% | -661.1% | +458.2% |
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