+8.7%
DBX vs LTH
+77.7%
-69.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.2% | +5.2% | +1.2% |
| 7D | -6.3% | -4.6% | -1.7% | -6.1% |
| 30D | -5.9% | +14.8% | -20.7% | -6.1% |
| 3M | -0.4% | +3.9% | -4.3% | -0.7% |
| 6M | +29.8% | +35.5% | -5.7% | +32.1% |
| YTD | +20.5% | +71.3% | -50.8% | +20.0% |
| 1Y | +8.7% | +75.7% | -67.0% | +7.5% |
| All | +8.7% | +77.7% | -69.0% | +7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling