+331.5%
CDW vs LH
+267.5%
+64.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.1% | +3.0% |
| 7D | +13.1% | +4.8% | +8.3% | +10.7% |
| 30D | +19.1% | +18.8% | +0.3% | +9.5% |
| 3M | +24.7% | +15.7% | +9.1% | +15.9% |
| 6M | +63.4% | +46.7% | +16.7% | +34.4% |
| YTD | +26.3% | +48.9% | -22.6% | +2.9% |
| 1Y | +20.6% | +43.5% | -22.9% | 0.0% |
| 3Y | -16.3% | +86.9% | -103.2% | -40.5% |
| 5Y | -3.9% | +60.4% | -64.3% | -27.5% |
| 10Y | +331.5% | +260.7% | +70.8% | +106.1% |
| All | +331.5% | +267.5% | +64.0% | +106.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling