+208.0%
RDDT vs LH
+50.0%
+158.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.4% | +10.5% | +8.2% |
| 7D | -0.4% | -7.4% | +7.0% | +3.2% |
| 30D | -0.5% | -4.6% | +4.0% | +1.4% |
| 3M | -9.8% | +14.5% | -24.3% | -16.3% |
| 6M | +15.8% | +14.8% | +1.0% | +7.2% |
| YTD | -32.4% | +23.3% | -55.7% | -40.2% |
| 1Y | -40.0% | +13.6% | -53.6% | -44.5% |
| All | +208.0% | +50.0% | +158.0% | +137.5% |
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 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