+6,920.8%
DECK vs LH
+915.0%
+6,005.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +2.9% | +1.9% |
| 7D | -2.2% | -2.5% | +0.2% | -1.7% |
| 30D | -13.6% | +4.3% | -17.9% | -14.5% |
| 3M | -21.2% | +25.5% | -46.8% | -25.3% |
| 6M | -21.1% | +17.0% | -38.1% | -24.0% |
| YTD | -17.2% | +31.3% | -48.5% | -22.3% |
| 1Y | -30.7% | +20.0% | -50.7% | -33.7% |
| 3Y | -3.4% | +63.9% | -67.2% | -14.1% |
| 5Y | +25.5% | +30.9% | -5.3% | +16.7% |
| 10Y | +714.7% | +191.4% | +523.3% | +538.6% |
| All | +6,920.8% | +915.0% | +6,005.8% | +4,101.5% |
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