+75.9%
DE vs LTH
+153.8%
-77.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | -2.6% | -4.0% | +1.4% | -1.9% |
| 30D | +9.0% | -5.3% | +14.3% | +9.9% |
| 3M | +19.1% | +19.0% | +0.1% | +15.8% |
| 6M | +14.4% | +55.8% | -41.4% | +6.1% |
| YTD | +45.9% | +56.1% | -10.2% | +35.1% |
| 1Y | +43.6% | +41.3% | +2.3% | +34.8% |
| 3Y | +75.9% | +156.6% | -80.8% | +49.1% |
| All | +75.9% | +153.8% | -77.9% | +49.1% |
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