+26.1%
DECK vs LH
+31.5%
-5.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +2.9% | +2.2% |
| 7D | -2.2% | -2.5% | +0.2% | -1.1% |
| 30D | -13.6% | +4.3% | -17.9% | -15.3% |
| 3M | -21.2% | +25.5% | -46.8% | -29.1% |
| 6M | -21.1% | +17.0% | -38.1% | -26.8% |
| YTD | -17.2% | +31.3% | -48.5% | -27.2% |
| 1Y | -30.7% | +20.0% | -50.7% | -36.7% |
| 3Y | -3.4% | +63.9% | -67.2% | -24.2% |
| All | +26.1% | +31.5% | -5.4% | +2.6% |
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 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