+8.3%
DIS vs LH
+44.2%
-36.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.9% | +0.3% | +3.2% |
| 7D | +9.1% | +2.1% | +7.0% | +8.5% |
| 30D | +14.8% | +19.2% | -4.4% | +9.4% |
| 3M | +21.2% | +18.0% | +3.1% | +15.6% |
| 6M | +18.3% | +46.1% | -27.8% | +4.4% |
| YTD | +5.4% | +47.7% | -42.3% | -5.9% |
| 1Y | +8.3% | +47.2% | -39.0% | -3.5% |
| All | +8.3% | +44.2% | -36.0% | -3.5% |
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 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