-99.7%
DFNS vs LTH
+83.5%
-183.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.8% |
| 7D | -42.8% | +7.0% | -49.8% | -44.5% |
| 30D | -67.6% | +15.4% | -83.0% | -69.6% |
| 3M | -94.9% | +7.0% | -101.9% | -95.1% |
| 6M | -96.7% | +46.9% | -143.6% | -97.5% |
| YTD | -99.6% | +76.4% | -176.0% | -99.7% |
| All | -99.7% | +83.5% | -183.2% | -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