+152.4%
DKNG vs LH
+118.1%
+34.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.9% | +3.6% |
| 7D | +3.0% | -4.7% | +7.7% | +5.6% |
| 30D | -3.0% | -3.5% | +0.5% | -1.2% |
| 3M | -17.6% | +17.7% | -35.3% | -24.5% |
| 6M | -3.2% | +15.8% | -19.0% | -10.8% |
| YTD | -28.2% | +25.1% | -53.3% | -37.0% |
| 1Y | -46.1% | +12.5% | -58.6% | -49.9% |
| 3Y | -22.2% | +59.8% | -81.9% | -41.7% |
| 5Y | -60.4% | +27.1% | -87.5% | -67.0% |
| All | +152.4% | +118.1% | +34.4% | +63.7% |
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