+4,404.4%
DELL vs LH
+183.3%
+4,221.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.5% | +10.5% | +11.4% |
| 7D | +8.2% | -4.7% | +12.9% | +10.5% |
| 30D | +17.1% | -3.5% | +20.6% | +18.9% |
| 3M | +45.2% | +17.7% | +27.5% | +35.2% |
| 6M | +286.8% | +15.8% | +271.0% | +261.3% |
| YTD | +354.8% | +25.1% | +329.7% | +310.9% |
| 1Y | +358.3% | +12.5% | +345.8% | +331.1% |
| 3Y | +724.9% | +59.8% | +665.1% | +549.5% |
| 5Y | +1,193.7% | +27.1% | +1,166.6% | +1,009.0% |
| All | +4,404.4% | +183.3% | +4,221.2% | +2,426.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling