+2,555.1%
DUK vs LH
+1,355.8%
+1,199.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -0.1% | -3.2% | +3.1% | +0.2% |
| 30D | +0.2% | +0.1% | +0.1% | +0.2% |
| 3M | -1.9% | +18.6% | -20.5% | -3.6% |
| 6M | -6.5% | +17.9% | -24.4% | -8.1% |
| YTD | +5.4% | +28.9% | -23.5% | +2.7% |
| 1Y | +3.6% | +16.6% | -13.1% | +1.8% |
| 3Y | +48.1% | +63.6% | -15.4% | +40.4% |
| 5Y | +39.6% | +30.0% | +9.6% | +34.6% |
| 10Y | +131.8% | +191.9% | -60.1% | +106.5% |
| All | +2,555.1% | +1,355.8% | +1,199.3% | +2,005.0% |
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 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