+78.8%
DRI vs LH
+61.0%
+17.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.7% |
| 3M | +5.4% | +15.7% | -10.3% | +1.3% |
| 6M | +18.8% | +46.6% | -27.8% | +6.8% |
| YTD | +28.4% | +49.5% | -21.1% | +14.4% |
| 1Y | +37.7% | +40.2% | -2.5% | +24.9% |
| 3Y | +68.0% | +87.6% | -19.6% | +37.5% |
| 5Y | +78.8% | +59.3% | +19.5% | +47.8% |
| All | +78.8% | +61.0% | +17.8% | +47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling