+114.1%
DT vs LH
+127.6%
-13.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.3% |
| 7D | -1.6% | -4.7% | +3.1% | +0.4% |
| 30D | +3.0% | -3.5% | +6.5% | +4.5% |
| 3M | +26.5% | +17.7% | +8.8% | +17.3% |
| 6M | +35.9% | +15.8% | +20.2% | +26.7% |
| YTD | +17.8% | +25.1% | -7.3% | +5.5% |
| 1Y | +4.1% | +12.5% | -8.4% | -2.5% |
| 3Y | +5.3% | +59.8% | -54.5% | -18.4% |
| 5Y | -27.2% | +27.1% | -54.2% | -37.7% |
| All | +114.1% | +127.6% | -13.5% | +28.4% |
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 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