+66.7%
DRI vs LH
+87.4%
-20.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | -0.7% | +1.2% | -1.9% | -1.0% |
| 30D | +14.7% | +18.0% | -3.3% | +10.5% |
| 3M | +5.4% | +15.7% | -10.3% | +1.9% |
| 6M | +18.8% | +46.6% | -27.8% | +8.5% |
| YTD | +28.4% | +49.5% | -21.1% | +16.3% |
| 1Y | +37.7% | +40.2% | -2.5% | +26.6% |
| All | +66.7% | +87.4% | -20.7% | +35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling