+338.1%
DRI vs LH
+179.1%
+158.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | +1.5% |
| 7D | -4.8% | -7.4% | +2.6% | -0.8% |
| 30D | -5.2% | -4.6% | -0.6% | -2.8% |
| 3M | +2.7% | +14.5% | -11.8% | -5.1% |
| 6M | +3.6% | +14.8% | -11.2% | -4.6% |
| YTD | +15.4% | +23.3% | -7.8% | +1.6% |
| 1Y | +1.3% | +13.6% | -12.3% | -7.3% |
| 3Y | +53.1% | +56.3% | -3.2% | +12.5% |
| 5Y | +64.6% | +25.2% | +39.4% | +34.6% |
| All | +338.1% | +179.1% | +158.9% | +97.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling