+8.6%
DECK vs LH
+49.6%
-40.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | +5.8% | +1.4% | +4.3% | +5.2% |
| 30D | +7.9% | +17.5% | -9.6% | +2.1% |
| 3M | -11.4% | +16.1% | -27.5% | -15.9% |
| 6M | -16.6% | +43.4% | -59.9% | -27.4% |
| YTD | -16.4% | +47.2% | -63.6% | -27.8% |
| 1Y | +8.6% | +50.1% | -41.5% | -6.1% |
| All | +8.6% | +49.6% | -40.9% | -6.1% |
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