+12.5%
DBX vs LTH
+183.0%
-170.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.5% | -5.9% |
| 7D | -8.6% | +7.0% | -15.6% | -9.9% |
| 30D | -5.2% | +15.4% | -20.6% | -8.1% |
| 3M | -6.4% | +7.0% | -13.4% | -7.9% |
| 6M | +12.7% | +46.9% | -34.1% | +3.4% |
| YTD | +17.2% | +76.4% | -59.2% | +2.1% |
| 1Y | +5.5% | +83.7% | -78.2% | -9.0% |
| 3Y | +24.1% | +248.9% | -224.8% | -10.4% |
| 5Y | +14.2% | +141.8% | -127.6% | -20.0% |
| All | +12.5% | +183.0% | -170.5% | -19.6% |
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