+175.1%
LH vs DAR
+375.1%
-200.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.7% | -4.0% |
| 7D | -7.4% | +0.9% | -8.3% | -7.6% |
| 30D | -4.6% | +6.4% | -11.0% | -6.2% |
| 3M | +14.5% | +13.2% | +1.3% | +10.5% |
| 6M | +14.8% | +26.2% | -11.4% | +7.5% |
| YTD | +23.3% | +84.4% | -61.1% | +4.9% |
| 1Y | +13.6% | +112.0% | -98.4% | -7.3% |
| 3Y | +56.3% | +13.4% | +43.0% | +44.9% |
| 5Y | +25.2% | -6.0% | +31.2% | +16.6% |
| All | +175.1% | +375.1% | -200.0% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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