+87.8%
DT vs LH
+170.7%
-82.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | +3.1% | +1.1% | +2.1% | +2.7% |
| 30D | -29.5% | +16.7% | -46.3% | -34.2% |
| 3M | -11.7% | +15.1% | -26.8% | -17.3% |
| 6M | +29.0% | +46.3% | -17.3% | +8.4% |
| YTD | +3.4% | +48.8% | -45.4% | -14.4% |
| 1Y | -4.2% | +39.7% | -43.9% | -18.4% |
| 3Y | -12.8% | +87.0% | -99.9% | -36.9% |
| 5Y | -39.6% | +53.0% | -92.6% | -52.4% |
| All | +87.8% | +170.7% | -82.8% | +4.2% |
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 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