+12,160.7%
DE vs LH
+1,372.9%
+10,787.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | +0.7% | -0.8% | +1.5% | +0.8% |
| 30D | +9.6% | +2.0% | +7.6% | +9.3% |
| 3M | +19.0% | +24.3% | -5.3% | +14.9% |
| 6M | +16.1% | +21.1% | -5.0% | +12.5% |
| YTD | +47.0% | +30.4% | +16.6% | +40.9% |
| 1Y | +43.1% | +18.4% | +24.8% | +39.2% |
| 3Y | +77.5% | +65.5% | +12.0% | +63.4% |
| 5Y | +96.4% | +29.9% | +66.5% | +86.2% |
| 10Y | +852.9% | +186.6% | +666.2% | +701.2% |
| All | +12,160.7% | +1,372.9% | +10,787.8% | +8,100.6% |
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