+3,477.6%
DLR vs LH
+915.4%
+2,562.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | -2.0% | +1.2% | -3.2% | -2.5% |
| 30D | +0.5% | +18.0% | -17.4% | -6.1% |
| 3M | -4.4% | +15.7% | -20.1% | -10.2% |
| 6M | -6.4% | +46.6% | -53.1% | -20.4% |
| YTD | +19.5% | +49.5% | -30.0% | +0.3% |
| 1Y | +10.5% | +40.2% | -29.7% | -4.8% |
| 3Y | +54.0% | +87.6% | -33.6% | +15.3% |
| 5Y | +39.7% | +59.3% | -19.6% | +10.5% |
| 10Y | +189.5% | +266.1% | -76.5% | +47.0% |
| All | +3,477.6% | +915.4% | +2,562.2% | +1,045.5% |
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