+109.8%
DE vs LTH
+150.3%
-40.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.2% |
| 7D | -2.4% | -3.7% | +1.4% | -1.8% |
| 30D | +9.7% | -5.3% | +15.0% | +10.6% |
| 3M | +21.4% | +24.2% | -2.8% | +17.3% |
| 6M | +15.0% | +54.8% | -39.8% | +7.2% |
| YTD | +46.4% | +56.1% | -9.6% | +36.0% |
| 1Y | +45.6% | +45.5% | +0.1% | +36.5% |
| 3Y | +76.8% | +155.9% | -79.1% | +49.4% |
| All | +109.8% | +150.3% | -40.5% | +71.9% |
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