+31.0%
DIS vs LH
+263.7%
-232.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.9% | +2.5% | -1.6% | -0.1% |
| 30D | +8.9% | +18.7% | -9.8% | +1.4% |
| 3M | +14.5% | +15.3% | -0.8% | +7.7% |
| 6M | +12.2% | +45.4% | -33.2% | -4.3% |
| YTD | +4.7% | +49.5% | -44.8% | -11.9% |
| 1Y | +2.8% | +41.4% | -38.6% | -11.5% |
| 3Y | +38.1% | +87.6% | -49.5% | +4.0% |
| 5Y | -23.6% | +53.8% | -77.4% | -38.7% |
| All | +31.0% | +263.7% | -232.6% | -29.2% |
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 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