+5,536.0%
DOV vs LH
+1,382.1%
+4,153.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.2% |
| 7D | -2.7% | -2.5% | -0.2% | -2.3% |
| 30D | -8.1% | +4.3% | -12.4% | -8.7% |
| 3M | -9.4% | +25.5% | -34.9% | -12.6% |
| 6M | -12.6% | +17.0% | -29.6% | -14.8% |
| YTD | -0.5% | +31.3% | -31.7% | -4.8% |
| 1Y | +9.2% | +20.0% | -10.7% | +5.9% |
| 3Y | +34.1% | +63.9% | -29.7% | +23.6% |
| 5Y | +17.3% | +30.9% | -13.6% | +11.3% |
| 10Y | +284.9% | +191.4% | +93.5% | +226.3% |
| All | +5,536.0% | +1,382.1% | +4,153.9% | +3,923.5% |
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