-99.7%
DFNS vs LTH
+85.5%
-185.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +1.1% | +11.7% | +12.4% |
| 7D | -37.0% | +6.4% | -43.4% | -38.6% |
| 30D | -63.4% | +16.7% | -80.1% | -65.9% |
| 3M | -94.1% | +11.7% | -105.8% | -94.5% |
| 6M | -96.3% | +48.5% | -144.8% | -97.2% |
| YTD | -99.6% | +78.4% | -178.0% | -99.7% |
| 1Y | -99.7% | +89.7% | -189.4% | -99.8% |
| All | -99.7% | +85.5% | -185.2% | -99.8% |
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