+3,455.1%
DLR vs LH
+910.6%
+2,544.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | +3.3% | +1.1% | +2.3% | +2.9% |
| 30D | +4.6% | +16.7% | -12.2% | -1.9% |
| 3M | -8.3% | +15.1% | -23.4% | -13.7% |
| 6M | -5.6% | +46.3% | -52.0% | -19.7% |
| YTD | +18.7% | +48.8% | -30.0% | -0.2% |
| 1Y | +17.1% | +39.7% | -22.6% | +1.0% |
| 3Y | +54.4% | +87.0% | -32.7% | +15.7% |
| 5Y | +36.5% | +53.0% | -16.5% | +9.8% |
| 10Y | +187.7% | +264.3% | -76.6% | +46.3% |
| All | +3,455.1% | +910.6% | +2,544.5% | +1,040.5% |
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