+109.6%
DE vs LTH
+152.0%
-42.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.3% |
| 7D | -3.0% | -4.0% | +1.0% | -2.4% |
| 30D | +11.1% | -1.7% | +12.8% | +11.4% |
| 3M | +17.6% | +28.0% | -10.4% | +13.1% |
| 6M | +13.6% | +54.1% | -40.5% | +5.9% |
| YTD | +46.3% | +57.1% | -10.8% | +35.7% |
| 1Y | +44.2% | +45.8% | -1.6% | +35.1% |
| 3Y | +76.6% | +157.6% | -81.0% | +49.1% |
| All | +109.6% | +152.0% | -42.4% | +71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling