-39.7%
DT vs LH
+61.0%
-100.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.6% |
| 7D | -5.4% | +1.2% | -6.6% | -5.8% |
| 30D | -32.2% | +18.0% | -50.2% | -36.5% |
| 3M | -10.9% | +15.7% | -26.6% | -16.1% |
| 6M | +10.0% | +46.6% | -36.7% | -6.1% |
| YTD | +2.1% | +49.5% | -47.4% | -14.2% |
| 1Y | -5.5% | +40.2% | -45.7% | -18.3% |
| 3Y | -12.4% | +87.6% | -100.0% | -35.8% |
| 5Y | -39.7% | +59.3% | -99.0% | -54.2% |
| All | -39.7% | +61.0% | -100.7% | -54.2% |
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 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