-9.5%
DASH vs LH
+125.2%
-134.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -4.5% | +1.1% | -5.6% | -5.1% |
| 30D | -6.8% | +16.7% | -23.5% | -14.1% |
| 3M | -20.7% | +15.1% | -35.8% | -26.5% |
| 6M | +15.1% | +46.3% | -31.3% | -6.4% |
| YTD | -24.3% | +48.8% | -73.0% | -39.3% |
| 1Y | -12.1% | +39.7% | -51.8% | -27.2% |
| 3Y | +91.1% | +87.0% | +4.0% | +27.5% |
| 5Y | -30.3% | +53.0% | -83.3% | -50.0% |
| All | -9.5% | +125.2% | -134.7% | -45.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling