+9,431.7%
DGX vs LH
+5,004.3%
+4,427.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -0.3% | -0.8% | +0.5% | 0.0% |
| 30D | -1.2% | +2.0% | -3.2% | -2.0% |
| 3M | +19.9% | +24.3% | -4.4% | +10.3% |
| 6M | +19.2% | +21.1% | -1.8% | +10.7% |
| YTD | +37.5% | +30.4% | +7.0% | +24.2% |
| 1Y | +31.3% | +18.4% | +12.9% | +23.1% |
| 3Y | +96.6% | +65.5% | +31.2% | +61.9% |
| 5Y | +64.3% | +29.9% | +34.4% | +47.4% |
| 10Y | +241.1% | +186.6% | +54.5% | +129.4% |
| All | +9,431.7% | +5,004.3% | +4,427.4% | +3,719.9% |
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