+4.1%
DIS vs LH
+41.6%
-37.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +0.6% | +1.2% | -0.6% | +0.3% |
| 30D | +10.3% | +18.0% | -7.7% | +5.5% |
| 3M | +15.6% | +15.7% | -0.1% | +11.1% |
| 6M | +15.1% | +46.6% | -31.5% | +1.9% |
| YTD | +6.0% | +49.5% | -43.5% | -4.8% |
| All | +4.1% | +41.6% | -37.6% | -5.5% |
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