+1,355.8%
LH vs DTE
+3,481.4%
-2,125.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.8% |
| 7D | -3.2% | 0.0% | -3.2% | -3.2% |
| 30D | +0.1% | -0.5% | +0.7% | +0.3% |
| 3M | +18.6% | -6.0% | +24.7% | +21.3% |
| 6M | +17.9% | -7.2% | +25.1% | +20.9% |
| YTD | +28.9% | +7.2% | +21.8% | +25.2% |
| 1Y | +16.6% | +4.1% | +12.6% | +14.4% |
| 3Y | +63.6% | +46.9% | +16.7% | +40.3% |
| 5Y | +30.0% | +32.9% | -2.9% | +14.9% |
| 10Y | +191.9% | +144.5% | +47.4% | +106.3% |
| All | +1,355.8% | +3,481.4% | -2,125.6% | +252.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling