+63.6%
DIA vs LH
+28.2%
+35.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.4% |
| 7D | -1.2% | -3.2% | +1.9% | -0.3% |
| 30D | -2.7% | +0.1% | -2.8% | -2.8% |
| 3M | +3.3% | +18.6% | -15.4% | -2.0% |
| 6M | +10.4% | +17.9% | -7.5% | +4.8% |
| YTD | +10.0% | +28.9% | -18.9% | +1.3% |
| 1Y | +16.2% | +16.6% | -0.5% | +10.2% |
| 3Y | +58.7% | +63.6% | -4.8% | +33.3% |
| 5Y | +63.6% | +30.0% | +33.6% | +43.5% |
| All | +63.6% | +28.2% | +35.4% | +43.5% |
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 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