-100.0%
DFNS vs LH
+130.5%
-230.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.3% | +13.1% | +12.9% |
| 7D | -37.0% | +4.8% | -41.8% | -37.6% |
| 30D | -63.4% | +18.8% | -82.2% | -64.7% |
| 3M | -94.1% | +15.7% | -109.7% | -94.3% |
| 6M | -96.3% | +46.7% | -143.0% | -96.5% |
| YTD | -99.6% | +48.9% | -148.5% | -99.6% |
| 1Y | -99.7% | +43.5% | -143.2% | -99.7% |
| 3Y | -100.0% | +86.9% | -186.9% | -100.0% |
| 5Y | -100.0% | +60.4% | -160.4% | -100.0% |
| All | -100.0% | +130.5% | -230.4% | -100.0% |
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