-99.9%
DFNS vs LTH
+160.9%
-260.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | -16.0% | -0.6% | -15.4% | -16.0% |
| 30D | -77.7% | -4.6% | -73.1% | -77.7% |
| 3M | -77.2% | +32.8% | -110.0% | -76.7% |
| 6M | -95.2% | +64.6% | -159.8% | -95.0% |
| YTD | -98.0% | +62.6% | -160.6% | -97.9% |
| 1Y | -98.3% | +49.9% | -148.2% | -98.2% |
| 3Y | -99.9% | +151.3% | -251.2% | -99.9% |
| All | -99.9% | +160.9% | -260.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling