+6,034.8%
DOV vs LH
+1,579.7%
+4,455.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +3.0% | +1.1% | +1.9% | +2.8% |
| 30D | +8.6% | +16.7% | -8.1% | +6.0% |
| 3M | +1.9% | +15.1% | -13.2% | -0.4% |
| 6M | -1.7% | +46.3% | -48.0% | -7.5% |
| YTD | +8.3% | +48.8% | -40.4% | +1.6% |
| 1Y | +16.6% | +39.7% | -23.1% | +10.4% |
| 3Y | +65.1% | +87.0% | -21.9% | +49.0% |
| 5Y | +29.2% | +53.0% | -23.8% | +19.6% |
| 10Y | +329.7% | +264.3% | +65.3% | +253.5% |
| All | +6,034.8% | +1,579.7% | +4,455.0% | +4,191.0% |
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