+24.3%
DECK vs LH
+59.3%
-34.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.0% |
| 7D | +6.0% | -1.3% | +7.3% | +6.6% |
| 30D | +7.4% | +16.6% | -9.1% | +0.4% |
| 3M | -11.7% | +16.0% | -27.6% | -17.5% |
| 6M | -11.0% | +42.0% | -52.9% | -24.3% |
| YTD | -15.4% | +45.9% | -61.3% | -29.1% |
| 1Y | +7.2% | +46.4% | -39.1% | -10.4% |
| 3Y | -11.8% | +79.0% | -90.8% | -33.4% |
| 5Y | +24.3% | +62.3% | -37.9% | -5.1% |
| All | +24.3% | +59.3% | -34.9% | -5.1% |
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 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