+7,085.5%
DRI vs LH
+1,134.7%
+5,950.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | +0.6% | -2.5% | +3.0% | +1.0% |
| 30D | +3.8% | +4.3% | -0.5% | +3.0% |
| 3M | +13.0% | +25.5% | -12.5% | +8.3% |
| 6M | +8.3% | +17.0% | -8.7% | +5.1% |
| YTD | +20.6% | +31.3% | -10.6% | +14.4% |
| 1Y | +6.5% | +20.0% | -13.5% | +2.5% |
| 3Y | +53.7% | +63.9% | -10.2% | +39.0% |
| 5Y | +72.7% | +30.9% | +41.8% | +61.4% |
| 10Y | +363.2% | +191.4% | +171.8% | +279.1% |
| All | +7,085.5% | +1,134.7% | +5,950.8% | +4,806.2% |
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