+2.2%
DRI vs LH
+16.9%
-14.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -1.5% |
| 7D | -4.8% | -3.2% | -1.6% | -4.3% |
| 30D | -3.9% | +0.1% | -4.1% | -3.9% |
| 3M | +5.1% | +18.6% | -13.6% | +2.6% |
| 6M | +5.5% | +17.9% | -12.4% | +2.8% |
| YTD | +16.5% | +28.9% | -12.5% | +12.4% |
| All | +2.2% | +16.9% | -14.7% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling