+107.4%
DAL vs LTH
+184.4%
-77.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.6% |
| 7D | +8.8% | +4.5% | +4.3% | +7.1% |
| 30D | +5.4% | +16.3% | -11.0% | 0.0% |
| 3M | -4.9% | +8.4% | -13.3% | -7.8% |
| 6M | +19.8% | +40.3% | -20.4% | +5.9% |
| YTD | +27.0% | +77.3% | -50.3% | +2.9% |
| 1Y | +52.5% | +88.0% | -35.5% | +21.0% |
| 3Y | +173.8% | +274.3% | -100.4% | +70.5% |
| 5Y | +104.5% | +142.9% | -38.3% | +30.0% |
| All | +107.4% | +184.4% | -77.0% | +30.4% |
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