+16.7%
DBX vs LTH
+156.3%
-139.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.2% | -2.6% |
| 7D | -1.3% | +1.5% | -2.8% | -1.6% |
| 30D | -2.9% | -3.1% | +0.2% | -2.3% |
| 3M | +23.8% | +28.1% | -4.3% | +17.4% |
| 6M | +26.2% | +67.4% | -41.2% | +11.4% |
| YTD | +21.6% | +59.8% | -38.2% | +8.3% |
| 1Y | +11.4% | +45.6% | -34.2% | +1.2% |
| 3Y | +21.3% | +162.0% | -140.7% | -6.9% |
| All | +16.7% | +156.3% | -139.6% | -14.7% |
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 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