+1,237.6%
LH vs DAR
+1,762.6%
-525.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.4% |
| 7D | -2.5% | +1.4% | -3.8% | -2.5% |
| 30D | +4.3% | +12.8% | -8.4% | +3.7% |
| 3M | +25.5% | +7.4% | +18.2% | +25.0% |
| 6M | +17.0% | +22.3% | -5.3% | +15.7% |
| YTD | +31.3% | +81.1% | -49.8% | +27.5% |
| 1Y | +20.0% | +106.5% | -86.5% | +15.7% |
| 3Y | +63.9% | +5.3% | +58.6% | +61.8% |
| 5Y | +30.9% | -11.5% | +42.4% | +29.6% |
| 10Y | +191.4% | +353.3% | -162.0% | +170.5% |
| All | +1,237.6% | +1,762.6% | -525.0% | +1,045.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling