+152.2%
CAKE vs LH
+27.0%
+125.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.0% |
| 7D | -4.5% | -4.7% | +0.2% | -2.8% |
| 30D | -12.4% | -3.5% | -9.0% | -11.3% |
| 3M | +37.3% | +17.7% | +19.6% | +28.6% |
| 6M | +70.7% | +15.8% | +54.9% | +60.7% |
| YTD | +106.0% | +25.1% | +80.9% | +87.5% |
| 1Y | +79.7% | +12.5% | +67.1% | +70.2% |
| 3Y | +267.8% | +59.8% | +208.0% | +197.9% |
| All | +152.2% | +27.0% | +125.2% | +107.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling