-100.0%
DFNS vs LTH
+268.4%
-368.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.3% | -10.9% | -12.4% |
| 7D | -44.0% | +4.5% | -48.5% | -43.5% |
| 30D | -69.1% | +16.3% | -85.5% | -68.3% |
| 3M | -95.6% | +8.4% | -104.0% | -95.6% |
| 6M | -96.2% | +40.3% | -136.5% | -95.9% |
| YTD | -99.6% | +77.3% | -176.9% | -99.6% |
| 1Y | -99.7% | +88.0% | -187.7% | -99.7% |
| 3Y | -100.0% | +274.3% | -374.2% | -100.0% |
| All | -100.0% | +268.4% | -368.4% | -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