+24.8%
DBX vs LTH
+157.9%
-133.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.8% | -2.5% |
| 7D | -2.4% | -0.6% | -1.8% | -2.4% |
| 30D | -0.5% | -4.6% | +4.1% | +0.2% |
| 3M | +28.1% | +32.8% | -4.8% | +22.7% |
| 6M | +33.1% | +64.6% | -31.5% | +21.4% |
| YTD | +25.3% | +62.6% | -37.4% | +14.4% |
| 1Y | +18.3% | +49.9% | -31.6% | +9.6% |
| All | +24.8% | +157.9% | -133.1% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling