+15.8%
DBX vs LTH
+180.7%
-165.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.4% |
| 7D | -3.3% | -1.3% | -2.0% | -3.0% |
| 30D | -5.9% | +15.7% | -21.5% | -8.8% |
| 3M | -6.7% | +5.0% | -11.7% | -7.8% |
| 6M | +28.0% | +37.7% | -9.7% | +19.1% |
| YTD | +20.6% | +75.0% | -54.4% | +5.2% |
| 1Y | +10.3% | +82.6% | -72.4% | -4.8% |
| 3Y | +24.0% | +241.3% | -217.3% | -10.1% |
| 5Y | +24.2% | +135.4% | -111.2% | -13.5% |
| All | +15.8% | +180.7% | -165.0% | -17.1% |
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