-29.3%
DG vs LTH
+183.0%
-212.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.2% |
| 7D | +0.7% | +7.0% | -6.3% | +0.1% |
| 30D | +7.4% | +15.4% | -8.0% | +6.1% |
| 3M | +8.5% | +7.0% | +1.5% | +7.8% |
| 6M | +21.9% | +46.9% | -25.0% | +17.9% |
| YTD | +4.9% | +76.4% | -71.5% | -0.2% |
| 1Y | +40.4% | +83.7% | -43.3% | +33.2% |
| 3Y | +23.5% | +248.9% | -225.4% | +8.0% |
| 5Y | -32.3% | +141.8% | -174.1% | -42.3% |
| All | -29.3% | +183.0% | -212.3% | -39.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling