-100.0%
DFNS vs LTH
+234.6%
-334.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -4.2% | -15.2% | -19.9% |
| 7D | -12.7% | -4.6% | -8.0% | -13.4% |
| 30D | -65.2% | +14.8% | -80.0% | -64.5% |
| 3M | -94.6% | +3.9% | -98.5% | -94.5% |
| 6M | -96.2% | +35.5% | -131.7% | -96.0% |
| YTD | -99.6% | +71.3% | -170.9% | -99.6% |
| 1Y | -99.7% | +75.7% | -175.4% | -99.7% |
| All | -100.0% | +234.6% | -334.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling