+17.7%
DBX vs LH
+173.3%
-155.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -3.3% | +1.1% | -4.3% | -3.7% |
| 30D | -5.9% | +16.7% | -22.6% | -11.4% |
| 3M | -6.7% | +15.1% | -21.8% | -11.8% |
| 6M | +28.0% | +46.3% | -18.4% | +10.2% |
| YTD | +20.6% | +48.8% | -28.2% | +2.4% |
| 1Y | +10.3% | +39.7% | -29.4% | -4.1% |
| 3Y | +24.0% | +87.0% | -63.0% | -5.9% |
| 5Y | +24.2% | +53.0% | -28.8% | +0.6% |
| All | +17.7% | +173.3% | -155.6% | -35.3% |
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 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