+1,129.1%
DIA vs LH
+8,755.5%
-7,626.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.2% |
| 7D | -0.2% | -2.5% | +2.3% | +0.4% |
| 30D | -1.5% | +4.3% | -5.9% | -2.5% |
| 3M | +3.8% | +25.5% | -21.8% | -1.4% |
| 6M | +10.3% | +17.0% | -6.7% | +6.3% |
| YTD | +12.1% | +31.3% | -19.2% | +5.3% |
| 1Y | +18.6% | +20.0% | -1.3% | +13.4% |
| 3Y | +60.6% | +63.9% | -3.2% | +42.7% |
| 5Y | +64.4% | +30.9% | +33.6% | +51.9% |
| 10Y | +250.1% | +191.4% | +58.7% | +170.0% |
| All | +1,129.1% | +8,755.5% | -7,626.4% | +526.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling