+105.9%
DAL vs LTH
+174.8%
-69.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.2% | -1.1% | -3.8% |
| 7D | +1.4% | -4.6% | +6.0% | +3.1% |
| 30D | +9.1% | +14.8% | -5.7% | +4.0% |
| 3M | -3.5% | +3.9% | -7.4% | -5.0% |
| 6M | +23.4% | +35.5% | -12.1% | +10.5% |
| YTD | +26.0% | +71.3% | -45.3% | +3.3% |
| 1Y | +44.6% | +75.7% | -31.1% | +17.5% |
| 3Y | +162.7% | +231.9% | -69.2% | +70.5% |
| 5Y | +113.0% | +130.5% | -17.5% | +37.3% |
| All | +105.9% | +174.8% | -69.0% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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