-21.9%
WY vs LTH
+160.9%
-182.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | -1.7% | -0.6% | -1.1% | -1.6% |
| 30D | -10.1% | -4.6% | -5.5% | -9.3% |
| 3M | -5.1% | +32.8% | -37.9% | -10.9% |
| 6M | -4.8% | +64.6% | -69.4% | -15.1% |
| YTD | -0.2% | +62.6% | -62.9% | -11.0% |
| 1Y | -6.6% | +49.9% | -56.6% | -15.3% |
| 3Y | -22.7% | +151.3% | -174.1% | -39.1% |
| All | -21.9% | +160.9% | -182.8% | -41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling