+100.2%
DAL vs LTH
+155.3%
-55.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.6% |
| 7D | +4.6% | +5.3% | -0.7% | +2.7% |
| 30D | +2.3% | +18.3% | -15.9% | -3.5% |
| 3M | -8.1% | +5.4% | -13.5% | -10.0% |
| 6M | +21.4% | +62.5% | -41.1% | +1.6% |
| YTD | +24.3% | +79.6% | -55.3% | +0.1% |
| 1Y | +47.4% | +88.1% | -40.8% | +16.8% |
| 3Y | +164.6% | +272.5% | -107.9% | +64.5% |
| 5Y | +100.2% | +146.1% | -45.9% | +25.7% |
| All | +100.2% | +155.3% | -55.1% | +25.7% |
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