+3,684.7%
CAKE vs LH
+594.6%
+3,090.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.1% |
| 7D | -4.6% | -3.2% | -1.4% | -3.9% |
| 30D | -6.6% | +0.1% | -6.7% | -6.6% |
| 3M | +52.9% | +18.6% | +34.3% | +47.4% |
| 6M | +65.7% | +17.9% | +47.8% | +60.0% |
| YTD | +107.8% | +28.9% | +78.9% | +96.8% |
| 1Y | +78.5% | +16.6% | +61.9% | +72.3% |
| 3Y | +266.4% | +63.6% | +202.8% | +228.9% |
| 5Y | +159.6% | +30.0% | +129.6% | +142.4% |
| 10Y | +156.6% | +191.9% | -35.3% | +105.7% |
| All | +3,684.7% | +594.6% | +3,090.1% | +2,415.0% |
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