+863.2%
CDW vs LH
+301.1%
+562.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.4% |
| 7D | +3.2% | -2.5% | +5.6% | +4.3% |
| 30D | +9.3% | +4.3% | +4.9% | +7.0% |
| 3M | +9.8% | +25.5% | -15.7% | -1.4% |
| 6M | +23.3% | +17.0% | +6.4% | +14.2% |
| YTD | +13.7% | +31.3% | -17.6% | -0.4% |
| 1Y | -6.5% | +20.0% | -26.4% | -14.8% |
| 3Y | -25.2% | +63.9% | -89.1% | -42.0% |
| 5Y | -19.5% | +30.9% | -50.3% | -31.7% |
| 10Y | +285.8% | +191.4% | +94.4% | +116.1% |
| All | +863.2% | +301.1% | +562.1% | +388.0% |
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