+99.4%
DE vs LH
+23.7%
+75.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | +1.6% |
| 7D | -2.4% | -7.4% | +5.0% | +0.1% |
| 30D | +9.7% | -4.6% | +14.3% | +11.4% |
| 3M | +21.4% | +14.5% | +6.8% | +15.7% |
| 6M | +15.0% | +14.8% | +0.2% | +9.5% |
| YTD | +46.4% | +23.3% | +23.2% | +36.4% |
| 1Y | +45.6% | +13.6% | +32.0% | +38.9% |
| 3Y | +76.8% | +56.3% | +20.4% | +51.5% |
| 5Y | +99.4% | +25.2% | +74.2% | +71.5% |
| All | +99.4% | +23.7% | +75.7% | +71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling