+4,770.1%
DELL vs LH
+186.6%
+4,583.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | +25.6% | -0.8% | +26.5% | +26.1% |
| 30D | +17.7% | +2.0% | +15.7% | +16.6% |
| 3M | +33.4% | +24.3% | +9.2% | +21.2% |
| 6M | +266.2% | +21.1% | +245.1% | +235.4% |
| YTD | +328.0% | +30.4% | +297.5% | +279.6% |
| 1Y | +339.6% | +18.4% | +321.2% | +304.1% |
| 3Y | +694.6% | +65.5% | +629.1% | +515.9% |
| 5Y | +1,122.0% | +29.9% | +1,092.1% | +938.1% |
| 10Y | +4,062.5% | +186.6% | +3,875.8% | +2,222.2% |
| All | +4,770.1% | +186.6% | +4,583.5% | +2,603.2% |
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 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