+143.3%
DELL vs LH
+44.2%
+99.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.9% | -12.7% | -9.0% |
| 7D | -24.6% | +2.1% | -26.7% | -24.5% |
| 30D | -32.5% | +19.2% | -51.6% | -33.5% |
| 3M | -20.2% | +18.0% | -38.2% | -21.0% |
| 6M | +76.5% | +46.1% | +30.4% | +68.9% |
| YTD | +198.9% | +47.7% | +151.2% | +200.1% |
| 1Y | +143.3% | +47.2% | +96.1% | +142.2% |
| All | +143.3% | +44.2% | +99.1% | +142.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling