-22.3%
WY vs LTH
+159.1%
-181.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -1.0% |
| 7D | -2.1% | +1.5% | -3.6% | -2.4% |
| 30D | -10.5% | -3.1% | -7.4% | -10.0% |
| 3M | -4.9% | +28.1% | -33.0% | -10.2% |
| 6M | -4.9% | +67.4% | -72.3% | -16.2% |
| YTD | -1.7% | +59.8% | -61.4% | -12.6% |
| 1Y | -9.4% | +45.6% | -55.0% | -17.8% |
| 3Y | -22.3% | +162.0% | -184.3% | -42.4% |
| All | -22.3% | +159.1% | -181.4% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 3y: compounded portfolio wealth divided by compounded LTH 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…
3y analysis · Full analysis span regression · 6 months rolling