-22.5%
DIS vs LH
+54.7%
-77.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | +1.9% | +1.1% | +0.8% | +1.5% |
| 30D | +9.2% | +16.7% | -7.6% | +2.5% |
| 3M | +13.5% | +15.1% | -1.6% | +7.0% |
| 6M | +14.3% | +46.3% | -32.0% | -2.8% |
| YTD | +5.4% | +48.8% | -43.4% | -11.1% |
| 1Y | +12.2% | +39.7% | -27.5% | -2.9% |
| 3Y | +37.2% | +87.0% | -49.8% | +2.3% |
| All | -22.5% | +54.7% | -77.3% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling