+21.0%
DHR vs LH
+86.5%
-65.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | +1.2% | +1.1% | +0.1% | +0.6% |
| 30D | +3.7% | +16.7% | -13.0% | -4.6% |
| 3M | +14.5% | +15.1% | -0.6% | +6.0% |
| 6M | +40.9% | +46.3% | -5.4% | +14.9% |
| YTD | +2.4% | +48.8% | -46.4% | -17.2% |
| 1Y | +6.1% | +39.7% | -33.6% | -11.5% |
| 3Y | +21.0% | +87.0% | -66.0% | -15.0% |
| All | +21.0% | +86.5% | -65.5% | -15.0% |
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