+14.8%
DOV vs LH
+23.7%
-8.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.3% | -0.5% |
| 7D | -1.9% | -7.4% | +5.5% | +0.9% |
| 30D | -9.9% | -4.6% | -5.3% | -8.3% |
| 3M | -12.1% | +14.5% | -26.6% | -16.9% |
| 6M | -10.4% | +14.8% | -25.2% | -15.5% |
| YTD | -3.3% | +23.3% | -26.6% | -11.5% |
| 1Y | +7.8% | +13.6% | -5.8% | +1.6% |
| 3Y | +36.3% | +56.3% | -20.0% | +10.9% |
| 5Y | +14.8% | +25.2% | -10.4% | -1.3% |
| All | +14.8% | +23.7% | -8.9% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling