+95.6%
DG vs LH
+179.1%
-83.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.1% | 0.0% |
| 7D | -6.3% | -7.4% | +1.1% | -4.3% |
| 30D | +2.4% | -4.6% | +7.0% | +3.7% |
| 3M | +12.4% | +14.5% | -2.1% | +8.0% |
| 6M | -14.9% | +14.8% | -29.7% | -18.3% |
| YTD | -6.1% | +23.3% | -29.3% | -11.7% |
| 1Y | +17.9% | +13.6% | +4.3% | +13.1% |
| 3Y | +3.1% | +56.3% | -53.2% | -10.6% |
| 5Y | -38.7% | +25.2% | -63.9% | -44.2% |
| All | +95.6% | +179.1% | -83.5% | +33.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling