+267.8%
CAKE vs LH
+58.7%
+209.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.0% |
| 7D | -4.5% | -4.7% | +0.2% | -3.0% |
| 30D | -12.4% | -3.5% | -9.0% | -11.4% |
| 3M | +37.3% | +17.7% | +19.6% | +29.5% |
| 6M | +70.7% | +15.8% | +54.9% | +61.7% |
| YTD | +106.0% | +25.1% | +80.9% | +89.1% |
| 1Y | +79.7% | +12.5% | +67.1% | +71.2% |
| 3Y | +267.8% | +59.8% | +208.0% | +210.9% |
| All | +267.8% | +58.7% | +209.1% | +210.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling