+608.6%
DG vs LH
+529.8%
+78.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.5% |
| 3M | +15.0% | +15.7% | -0.7% | +10.1% |
| 6M | +32.7% | +46.6% | -14.0% | +18.3% |
| YTD | +5.5% | +49.5% | -44.0% | -6.5% |
| 1Y | +34.6% | +40.2% | -5.6% | +21.3% |
| 3Y | +24.2% | +87.6% | -63.3% | +1.5% |
| 5Y | -32.3% | +59.3% | -91.5% | -42.7% |
| 10Y | +111.1% | +266.1% | -155.0% | +33.3% |
| All | +608.6% | +529.8% | +78.8% | +267.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling