+93.5%
DGX vs LH
+56.3%
+37.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.4% | +2.6% | +1.1% |
| 7D | -3.5% | -7.4% | +4.0% | +1.6% |
| 30D | -2.7% | -4.6% | +1.9% | +0.4% |
| 3M | +13.9% | +14.5% | -0.6% | +3.8% |
| 6M | +16.0% | +14.8% | +1.2% | +5.4% |
| YTD | +34.9% | +23.3% | +11.7% | +17.2% |
| 1Y | +30.6% | +13.6% | +17.0% | +19.2% |
| All | +93.5% | +56.3% | +37.1% | +39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling