+110.6%
DE vs LTH
+156.3%
-45.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | -0.1% | -1.6% |
| 7D | +0.7% | +1.5% | -0.8% | +0.5% |
| 30D | +9.6% | -3.1% | +12.7% | +10.1% |
| 3M | +19.0% | +28.1% | -9.1% | +14.4% |
| 6M | +16.1% | +67.4% | -51.3% | +6.9% |
| YTD | +47.0% | +59.8% | -12.8% | +36.1% |
| 1Y | +43.1% | +45.6% | -2.4% | +34.2% |
| 3Y | +77.5% | +162.0% | -84.5% | +49.5% |
| All | +110.6% | +156.3% | -45.7% | +72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling