+46.1%
DE vs LH
+44.2%
+1.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.9% | -2.3% | +0.2% |
| 7D | +5.6% | +2.1% | +3.5% | +4.8% |
| 30D | -0.8% | +19.2% | -20.0% | -7.3% |
| 3M | +9.8% | +18.0% | -8.2% | +2.6% |
| 6M | +17.5% | +46.1% | -28.5% | -1.7% |
| YTD | +46.5% | +47.7% | -1.2% | +23.0% |
| 1Y | +46.1% | +47.2% | -1.1% | +23.0% |
| All | +46.1% | +44.2% | +1.9% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling