+110.5%
DE vs LTH
+174.8%
-64.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.2% | +2.3% | -1.3% |
| 7D | +2.3% | -4.6% | +7.0% | +3.0% |
| 30D | +4.4% | +14.8% | -10.4% | +2.2% |
| 3M | +9.8% | +3.9% | +5.9% | +9.0% |
| 6M | +15.8% | +35.5% | -19.7% | +10.3% |
| YTD | +47.0% | +71.3% | -24.4% | +34.5% |
| 1Y | +42.8% | +75.7% | -32.9% | +30.1% |
| 3Y | +88.9% | +231.9% | -143.0% | +54.2% |
| 5Y | +101.9% | +130.5% | -28.6% | +67.1% |
| All | +110.5% | +174.8% | -64.3% | +69.9% |
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