-67.6%
DFNS vs LH
+18.6%
-86.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -4.2% |
| 7D | -42.8% | +4.6% | -47.4% | -45.4% |
| 30D | -67.6% | +19.1% | -86.7% | -72.3% |
| All | -67.6% | +18.6% | -86.2% | -72.3% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling