+1,680.2%
DIS vs LH
+1,562.0%
+118.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | +5.2% | +1.4% | +3.8% | +5.0% |
| 30D | +11.5% | +17.5% | -6.0% | +8.4% |
| 3M | +11.5% | +16.1% | -4.5% | +8.6% |
| 6M | +8.9% | +43.4% | -34.5% | +2.2% |
| YTD | +3.4% | +47.2% | -43.8% | -3.4% |
| 1Y | +7.2% | +50.1% | -42.9% | -0.2% |
| 3Y | +43.3% | +81.2% | -37.8% | +28.7% |
| 5Y | -31.4% | +63.7% | -95.2% | -37.6% |
| 10Y | +37.1% | +269.2% | -232.1% | +8.8% |
| All | +1,680.2% | +1,562.0% | +118.2% | +961.9% |
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