+3,595.7%
DLR vs LH
+791.7%
+2,803.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.9% |
| 7D | +1.6% | -2.5% | +4.0% | +2.6% |
| 30D | -3.4% | +4.3% | -7.7% | -5.1% |
| 3M | +0.5% | +25.5% | -25.0% | -8.7% |
| 6M | +4.6% | +17.0% | -12.4% | -2.4% |
| YTD | +23.4% | +31.3% | -7.8% | +9.5% |
| 1Y | +19.0% | +20.0% | -0.9% | +9.2% |
| 3Y | +56.5% | +63.9% | -7.3% | +24.0% |
| 5Y | +33.3% | +30.9% | +2.5% | +14.4% |
| 10Y | +165.1% | +191.4% | -26.2% | +48.7% |
| All | +3,595.7% | +791.7% | +2,803.9% | +1,150.5% |
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 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