+16.0%
DIA vs LH
+11.8%
+4.2%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | +0.1% |
| 7D | -3.0% | -7.4% | +4.4% | -1.8% |
| 30D | -3.0% | -4.6% | +1.6% | -2.3% |
| 3M | +4.5% | +14.5% | -10.0% | +2.4% |
| 6M | +9.8% | +14.8% | -5.0% | +7.4% |
| YTD | +9.3% | +23.3% | -14.0% | +5.9% |
| 1Y | +16.0% | +13.6% | +2.4% | +12.5% |
| All | +16.0% | +11.8% | +4.2% | +12.5% |
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