+248.1%
DGX vs LH
+183.3%
+64.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +0.7% |
| 7D | -0.9% | -4.7% | +3.8% | +2.2% |
| 30D | -1.2% | -3.5% | +2.3% | +1.1% |
| 3M | +15.8% | +17.7% | -1.9% | +3.9% |
| 6M | +18.2% | +15.8% | +2.4% | +7.1% |
| YTD | +37.2% | +25.1% | +12.1% | +18.3% |
| 1Y | +30.4% | +12.5% | +17.9% | +20.2% |
| 3Y | +96.7% | +59.8% | +36.9% | +42.5% |
| 5Y | +67.2% | +27.1% | +40.1% | +38.6% |
| All | +248.1% | +183.3% | +64.8% | +67.8% |
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