-29.8%
DHR vs LH
+23.7%
-53.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.3% | +0.6% |
| 7D | -5.0% | -7.4% | +2.4% | -0.5% |
| 30D | -3.3% | -4.6% | +1.3% | -0.5% |
| 3M | +9.4% | +14.5% | -5.1% | +0.8% |
| 6M | +3.2% | +14.8% | -11.6% | -5.1% |
| YTD | -12.0% | +23.3% | -35.3% | -22.6% |
| 1Y | +4.9% | +13.6% | -8.7% | -3.8% |
| 3Y | -7.4% | +56.3% | -63.7% | -31.6% |
| 5Y | -29.8% | +25.2% | -55.0% | -40.6% |
| All | -29.8% | +23.7% | -53.4% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling