-100.0%
DFNS vs LH
+131.3%
-231.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.4% | +12.4% | +12.7% |
| 7D | -13.0% | +1.2% | -14.2% | -13.2% |
| 30D | -56.9% | +18.0% | -74.8% | -58.3% |
| 3M | -93.2% | +15.7% | -108.9% | -93.5% |
| 6M | -95.4% | +46.6% | -142.1% | -95.7% |
| YTD | -99.5% | +49.5% | -149.0% | -99.5% |
| 1Y | -99.6% | +40.2% | -139.8% | -99.7% |
| 3Y | -100.0% | +87.6% | -187.6% | -100.0% |
| 5Y | -100.0% | +59.3% | -159.2% | -100.0% |
| All | -100.0% | +131.3% | -231.3% | -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