+98.2%
DG vs LH
+192.0%
-93.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.3% |
| 7D | -4.8% | -3.2% | -1.6% | -4.0% |
| 30D | +1.8% | +0.1% | +1.6% | +1.7% |
| 3M | +14.5% | +18.6% | -4.2% | +8.9% |
| 6M | -13.6% | +17.9% | -31.5% | -17.6% |
| YTD | -4.8% | +28.9% | -33.8% | -11.6% |
| 1Y | +21.6% | +16.6% | +4.9% | +15.8% |
| 3Y | +4.5% | +63.6% | -59.1% | -10.6% |
| 5Y | -38.5% | +30.0% | -68.5% | -44.6% |
| All | +98.2% | +192.0% | -93.8% | +33.8% |
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