+23.1%
DBX vs LH
+126.4%
-103.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.4% | +5.7% | +3.0% |
| 7D | -1.8% | -7.4% | +5.6% | +1.0% |
| 30D | +2.8% | -4.6% | +7.4% | +4.6% |
| 3M | +26.8% | +14.5% | +12.2% | +20.1% |
| 6M | +32.8% | +14.8% | +18.0% | +25.3% |
| YTD | +26.1% | +23.3% | +2.8% | +15.2% |
| 1Y | +14.1% | +13.6% | +0.5% | +7.3% |
| 3Y | +25.7% | +56.3% | -30.6% | +2.2% |
| 5Y | +11.2% | +25.2% | -14.0% | -2.7% |
| All | +23.1% | +126.4% | -103.4% | -27.2% |
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 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