-21.6%
DASH vs LH
+61.0%
-82.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -10.2% | +1.2% | -11.4% | -10.8% |
| 30D | -8.2% | +18.0% | -26.2% | -16.2% |
| 3M | -15.9% | +15.7% | -31.6% | -22.6% |
| 6M | +13.3% | +46.6% | -33.3% | -8.7% |
| YTD | -21.3% | +49.5% | -70.8% | -37.7% |
| 1Y | -11.1% | +40.2% | -51.3% | -27.1% |
| 3Y | +103.8% | +87.6% | +16.2% | +31.7% |
| 5Y | -21.6% | +59.3% | -80.9% | -47.5% |
| All | -21.6% | +61.0% | -82.6% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling