+28.6%
LH vs DTE
+30.3%
-1.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +2.0% |
| 7D | -4.7% | -2.6% | -2.1% | -3.6% |
| 30D | -3.5% | -4.4% | +0.9% | -1.7% |
| 3M | +17.7% | -8.3% | +26.0% | +22.0% |
| 6M | +15.8% | -8.1% | +23.8% | +19.5% |
| YTD | +25.1% | +4.4% | +20.7% | +21.9% |
| 1Y | +12.5% | +0.2% | +12.3% | +11.7% |
| 3Y | +59.8% | +42.6% | +17.2% | +35.5% |
| All | +28.6% | +30.3% | -1.7% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling