+24.0%
DBX vs LTH
+241.8%
-217.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.3% |
| 7D | -3.3% | -1.3% | -2.0% | -3.1% |
| 30D | -5.9% | +15.7% | -21.5% | -8.0% |
| 3M | -6.7% | +5.0% | -11.7% | -7.6% |
| 6M | +28.0% | +37.7% | -9.7% | +21.8% |
| YTD | +20.6% | +75.0% | -54.4% | +8.9% |
| 1Y | +10.3% | +82.6% | -72.4% | -1.4% |
| 3Y | +24.0% | +241.3% | -217.3% | -1.5% |
| All | +24.0% | +241.8% | -217.8% | -1.5% |
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 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