-98.3%
DFNS vs LH
+20.0%
-118.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.9% |
| 7D | -16.0% | -2.5% | -13.5% | -14.0% |
| 30D | -77.7% | +4.3% | -82.0% | -79.0% |
| 3M | -77.2% | +25.5% | -102.7% | -78.5% |
| 6M | -95.2% | +17.0% | -112.1% | -95.4% |
| YTD | -98.0% | +31.3% | -129.2% | -98.1% |
| 1Y | -98.3% | +20.0% | -118.2% | -98.2% |
| All | -98.3% | +20.0% | -118.3% | -98.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling