+98.5%
DAL vs LTH
+152.2%
-53.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +0.1% | -0.6% | +0.8% | +0.3% |
| 30D | -13.9% | -4.6% | -9.3% | -12.6% |
| 3M | +1.1% | +32.8% | -31.7% | -8.5% |
| 6M | +26.2% | +64.6% | -38.4% | +5.3% |
| YTD | +16.4% | +62.6% | -46.2% | -2.4% |
| 1Y | +33.9% | +49.9% | -16.1% | +14.9% |
| All | +98.5% | +152.2% | -53.7% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling