+57.4%
LH vs DTE
+45.3%
+12.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.1% | -3.9% |
| 7D | -7.4% | -2.0% | -5.4% | -6.6% |
| 30D | -4.6% | -2.4% | -2.2% | -3.6% |
| 3M | +14.5% | -7.3% | +21.8% | +18.2% |
| 6M | +14.8% | -7.6% | +22.4% | +18.4% |
| YTD | +23.3% | +5.8% | +17.5% | +19.0% |
| 1Y | +13.6% | +2.3% | +11.3% | +11.5% |
| All | +57.4% | +45.3% | +12.1% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 3y: compounded portfolio wealth divided by compounded DTE 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…
3y analysis · Full analysis span regression · 6 months rolling