-99.6%
DFNS vs LTH
+84.0%
-183.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +6.3% | -24.7% | -20.2% |
| 7D | -27.7% | +9.9% | -37.5% | -30.3% |
| 30D | -58.0% | +18.3% | -76.3% | -60.8% |
| 3M | -94.0% | +5.9% | -99.9% | -94.2% |
| 6M | -94.6% | +80.3% | -174.9% | -96.3% |
| YTD | -99.4% | +78.3% | -177.7% | -99.6% |
| 1Y | -99.6% | +81.0% | -180.7% | -99.7% |
| All | -99.6% | +84.0% | -183.7% | -99.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling