+636.7%
DELL vs LH
+56.3%
+580.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.4% | -0.9% | -4.4% |
| 7D | -1.9% | -7.4% | +5.5% | -0.3% |
| 30D | +14.9% | -4.6% | +19.5% | +16.1% |
| 3M | +37.2% | +14.5% | +22.7% | +33.4% |
| 6M | +254.0% | +14.8% | +239.2% | +243.7% |
| YTD | +306.1% | +23.3% | +282.9% | +289.1% |
| 1Y | +312.3% | +13.6% | +298.7% | +301.1% |
| All | +636.7% | +56.3% | +580.3% | +589.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling