+7,078.7%
DECK vs LH
+1,028.0%
+6,050.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.3% |
| 7D | +6.0% | -1.3% | +7.3% | +6.4% |
| 30D | +7.4% | +16.6% | -9.1% | +3.7% |
| 3M | -11.7% | +16.0% | -27.6% | -14.7% |
| 6M | -11.0% | +42.0% | -52.9% | -18.0% |
| YTD | -15.4% | +45.9% | -61.3% | -22.6% |
| 1Y | +7.2% | +46.4% | -39.1% | -2.0% |
| 3Y | -11.8% | +79.0% | -90.8% | -23.2% |
| 5Y | +24.3% | +62.3% | -37.9% | +10.1% |
| 10Y | +907.5% | +265.9% | +641.7% | +654.2% |
| All | +7,078.7% | +1,028.0% | +6,050.7% | +4,088.5% |
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