-7.0%
DASH vs LH
+62.5%
-69.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.6% |
| 7D | +0.4% | +1.4% | -1.1% | -0.3% |
| 30D | -6.0% | +17.5% | -23.6% | -14.2% |
| 3M | -15.8% | +16.1% | -31.8% | -22.7% |
| 6M | +7.0% | +43.4% | -36.4% | -13.1% |
| YTD | -20.7% | +47.2% | -67.9% | -37.0% |
| 1Y | -8.5% | +50.1% | -58.7% | -28.5% |
| 3Y | +101.8% | +81.2% | +20.6% | +32.3% |
| All | -7.0% | +62.5% | -69.5% | -39.3% |
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