+256.7%
LH vs DAR
+311.7%
-55.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | +1.1% | +11.6% | -10.5% | -1.5% |
| 30D | +16.7% | -10.2% | +27.0% | +19.4% |
| 3M | +15.1% | -14.8% | +29.9% | +18.9% |
| 6M | +46.3% | -10.1% | +56.4% | +48.6% |
| YTD | +48.8% | +55.5% | -6.8% | +31.2% |
| 1Y | +39.7% | +61.7% | -22.0% | +21.8% |
| 3Y | +87.0% | +37.2% | +49.9% | +62.3% |
| 5Y | +53.0% | -26.9% | +79.9% | +53.0% |
| All | +256.7% | +311.7% | -55.0% | +75.2% |
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