+583.4%
DG vs LH
+453.1%
+130.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.9% |
| 7D | +8.4% | -2.5% | +10.9% | +9.1% |
| 30D | +4.9% | +4.3% | +0.6% | +3.6% |
| 3M | +29.3% | +25.5% | +3.8% | +20.8% |
| 6M | -11.3% | +17.0% | -28.2% | -15.4% |
| YTD | +1.8% | +31.3% | -29.5% | -6.3% |
| 1Y | +25.3% | +20.0% | +5.4% | +18.2% |
| 3Y | +9.1% | +63.9% | -54.8% | -7.2% |
| 5Y | -34.9% | +30.9% | -65.7% | -41.7% |
| 10Y | +108.2% | +191.4% | -83.2% | +40.6% |
| All | +583.4% | +453.1% | +130.3% | +268.5% |
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