+18.6%
DIA vs LH
+20.0%
-1.3%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | -0.2% | -2.5% | +2.3% | +0.2% |
| 30D | -1.5% | +4.3% | -5.9% | -2.2% |
| 3M | +3.8% | +25.5% | -21.8% | +0.1% |
| 6M | +10.3% | +17.0% | -6.7% | +7.3% |
| YTD | +12.1% | +31.3% | -19.2% | +7.6% |
| 1Y | +18.6% | +20.0% | -1.3% | +14.2% |
| All | +18.6% | +20.0% | -1.3% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling