-5.1%
DASH vs LH
+120.9%
-125.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.2% | -8.2% | -8.8% |
| 7D | +0.5% | -1.3% | +1.8% | +1.3% |
| 30D | -7.1% | +16.6% | -23.6% | -14.3% |
| 3M | -13.2% | +16.0% | -29.2% | -19.9% |
| 6M | +8.3% | +42.0% | -33.7% | -10.5% |
| YTD | -20.6% | +45.9% | -66.4% | -35.7% |
| 1Y | -24.4% | +46.4% | -70.8% | -39.0% |
| 3Y | +94.5% | +79.0% | +15.6% | +33.4% |
| 5Y | -9.4% | +62.3% | -71.7% | -36.3% |
| All | -5.1% | +120.9% | -125.9% | -42.2% |
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