-99.9%
DFNS vs LH
+64.5%
-164.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.5% |
| 7D | +0.8% | -0.8% | +1.6% | +1.1% |
| 30D | -73.2% | +2.0% | -75.2% | -73.6% |
| 3M | -72.4% | +24.3% | -96.7% | -73.6% |
| 6M | -95.2% | +21.1% | -116.3% | -95.4% |
| YTD | -98.0% | +30.4% | -128.4% | -98.1% |
| 1Y | -98.3% | +18.4% | -116.6% | -98.3% |
| 3Y | -99.9% | +65.5% | -165.3% | -99.9% |
| All | -99.9% | +64.5% | -164.4% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling