-38.7%
DG vs LH
+23.7%
-62.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.1% | 0.0% |
| 7D | -6.3% | -7.4% | +1.1% | -4.2% |
| 30D | +2.4% | -4.6% | +7.0% | +3.8% |
| 3M | +12.4% | +14.5% | -2.1% | +7.7% |
| 6M | -14.9% | +14.8% | -29.7% | -18.6% |
| YTD | -6.1% | +23.3% | -29.3% | -12.0% |
| 1Y | +17.9% | +13.6% | +4.3% | +12.7% |
| 3Y | +3.1% | +56.3% | -53.2% | -11.9% |
| 5Y | -38.7% | +25.2% | -63.9% | -45.2% |
| All | -38.7% | +23.7% | -62.3% | -45.2% |
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