-99.9%
DFNS vs LH
+99.5%
-199.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.5% | -4.4% |
| 7D | +4.6% | -3.2% | +7.8% | +5.4% |
| 30D | -73.9% | +0.1% | -74.0% | -74.0% |
| 3M | -71.7% | +18.6% | -90.3% | -72.1% |
| 6M | -94.6% | +17.9% | -112.5% | -94.6% |
| YTD | -98.1% | +28.9% | -127.0% | -98.1% |
| 1Y | -98.3% | +16.6% | -114.9% | -98.3% |
| 3Y | -99.9% | +63.6% | -163.4% | -99.9% |
| 5Y | -99.9% | +30.0% | -129.9% | -99.9% |
| All | -99.9% | +99.5% | -199.4% | -99.9% |
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