-100.0%
DFNS vs LTH
+137.1%
-237.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.2% | -7.7% | -5.4% |
| 7D | -6.0% | -1.3% | -4.7% | -6.1% |
| 30D | -71.2% | +15.7% | -86.9% | -70.9% |
| 3M | -94.5% | +5.0% | -99.5% | -94.5% |
| 6M | -96.5% | +37.7% | -134.2% | -96.5% |
| YTD | -99.6% | +75.0% | -174.6% | -99.6% |
| 1Y | -99.7% | +82.6% | -182.3% | -99.7% |
| 3Y | -100.0% | +241.3% | -341.3% | -100.0% |
| All | -100.0% | +137.1% | -237.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling