-32.3%
DG vs LH
+61.0%
-93.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -3.0% | +1.2% | -4.2% | -3.3% |
| 30D | +8.6% | +18.0% | -9.4% | +3.4% |
| 3M | +15.0% | +15.7% | -0.7% | +10.0% |
| 6M | +32.7% | +46.6% | -14.0% | +17.9% |
| YTD | +5.5% | +49.5% | -44.0% | -6.8% |
| 1Y | +34.6% | +40.2% | -5.6% | +20.9% |
| 3Y | +24.2% | +87.6% | -63.3% | +0.2% |
| 5Y | -32.3% | +59.3% | -91.5% | -43.9% |
| All | -32.3% | +61.0% | -93.3% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling