+1,505.8%
DIS vs LH
+1,382.1%
+123.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.5% |
| 7D | -2.6% | -2.5% | -0.1% | -2.2% |
| 30D | +3.5% | +4.3% | -0.9% | +2.7% |
| 3M | +6.8% | +25.5% | -18.7% | +2.7% |
| 6M | +3.0% | +17.0% | -14.0% | +0.1% |
| YTD | -6.7% | +31.3% | -38.0% | -11.1% |
| 1Y | -10.1% | +20.0% | -30.1% | -13.0% |
| 3Y | +33.0% | +63.9% | -30.8% | +21.6% |
| 5Y | -40.0% | +30.9% | -70.8% | -43.3% |
| 10Y | +21.1% | +191.4% | -170.3% | -0.3% |
| All | +1,505.8% | +1,382.1% | +123.7% | +877.9% |
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