-100.0%
DFNS vs LTH
+186.8%
-286.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.2% | +12.5% | +12.7% |
| 7D | -13.0% | +0.3% | -13.3% | -13.0% |
| 30D | -56.9% | +17.7% | -74.6% | -56.4% |
| 3M | -93.2% | +8.5% | -101.7% | -93.2% |
| 6M | -95.4% | +46.9% | -142.4% | -95.3% |
| YTD | -99.5% | +78.8% | -178.3% | -99.5% |
| 1Y | -99.6% | +84.9% | -184.5% | -99.6% |
| 3Y | -100.0% | +246.4% | -346.3% | -100.0% |
| 5Y | -100.0% | +129.6% | -229.5% | -100.0% |
| All | -100.0% | +186.8% | -286.7% | -100.0% |
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 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