+23.5%
DBX vs LH
+61.0%
-37.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +2.0% | +2.2% |
| 7D | -8.1% | +1.2% | -9.4% | -8.5% |
| 30D | -4.9% | +18.0% | -22.9% | -10.2% |
| 3M | -2.7% | +15.7% | -18.4% | -7.6% |
| 6M | +25.2% | +46.6% | -21.5% | +9.4% |
| YTD | +19.3% | +49.5% | -30.2% | +2.6% |
| 1Y | +6.6% | +40.2% | -33.6% | -6.1% |
| 3Y | +24.6% | +87.6% | -63.0% | -4.4% |
| 5Y | +23.5% | +59.3% | -35.8% | -6.5% |
| All | +23.5% | +61.0% | -37.5% | -6.5% |
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