+16.4%
DBX vs LH
+174.6%
-158.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +2.0% | +2.2% |
| 7D | -8.1% | +1.2% | -9.4% | -8.6% |
| 30D | -4.9% | +18.0% | -22.9% | -10.9% |
| 3M | -2.7% | +15.7% | -18.4% | -8.2% |
| 6M | +25.2% | +46.6% | -21.5% | +7.7% |
| YTD | +19.3% | +49.5% | -30.2% | +1.1% |
| 1Y | +6.6% | +40.2% | -33.6% | -7.4% |
| 3Y | +24.6% | +87.6% | -63.0% | -5.5% |
| 5Y | +23.5% | +59.3% | -35.8% | -1.6% |
| All | +16.4% | +174.6% | -158.2% | -36.1% |
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