+90.1%
DAL vs LTH
+160.9%
-70.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.6% |
| 6M | +26.2% | +64.6% | -38.4% | +5.1% |
| YTD | +16.4% | +62.6% | -46.2% | -2.6% |
| 1Y | +33.9% | +49.9% | -16.1% | +14.7% |
| 3Y | +93.4% | +151.3% | -58.0% | +36.7% |
| All | +90.1% | +160.9% | -70.7% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling