-12.8%
DECK vs LH
+81.0%
-93.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.9% | +2.1% | +4.3% |
| 7D | +10.4% | +2.1% | +8.3% | +9.4% |
| 30D | +11.1% | +19.2% | -8.1% | +2.9% |
| 3M | -10.8% | +18.0% | -28.8% | -17.3% |
| 6M | -8.7% | +46.1% | -54.8% | -23.6% |
| YTD | -14.0% | +47.7% | -61.7% | -28.6% |
| 1Y | +12.0% | +47.2% | -35.2% | -7.0% |
| All | -12.8% | +81.0% | -93.7% | -34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling