+940.6%
CDW vs LH
+356.2%
+584.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.4% | +3.4% | +4.2% |
| 7D | +9.3% | +4.6% | +4.7% | +7.3% |
| 30D | +15.8% | +19.1% | -3.3% | +6.9% |
| 3M | +21.8% | +16.7% | +5.0% | +13.2% |
| 6M | +58.8% | +47.0% | +11.7% | +32.3% |
| YTD | +22.8% | +49.3% | -26.5% | +1.4% |
| 1Y | +17.9% | +48.6% | -30.7% | -2.5% |
| 3Y | -17.4% | +87.8% | -105.3% | -39.8% |
| 5Y | -5.7% | +65.0% | -70.8% | -28.2% |
| 10Y | +319.5% | +275.0% | +44.5% | +113.9% |
| All | +940.6% | +356.2% | +584.3% | +396.5% |
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 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