-28.4%
DT vs LH
+28.2%
-56.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.1% |
| 7D | -0.5% | -3.2% | +2.7% | +0.8% |
| 30D | +0.1% | +0.1% | -0.1% | -0.1% |
| 3M | +24.1% | +18.6% | +5.5% | +15.5% |
| 6M | +30.1% | +17.9% | +12.2% | +21.2% |
| YTD | +16.8% | +28.9% | -12.2% | +4.0% |
| 1Y | -0.1% | +16.6% | -16.7% | -7.1% |
| 3Y | +6.8% | +63.6% | -56.7% | -17.9% |
| 5Y | -28.4% | +30.0% | -58.4% | -36.5% |
| All | -28.4% | +28.2% | -56.6% | -36.5% |
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