-34.2%
DG vs LTH
+156.3%
-190.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.3% | -3.9% |
| 7D | -2.5% | +1.5% | -4.0% | -2.6% |
| 30D | +1.0% | -3.1% | +4.1% | +1.3% |
| 3M | +20.3% | +28.1% | -7.8% | +17.9% |
| 6M | -11.7% | +67.4% | -79.1% | -15.5% |
| YTD | -2.3% | +59.8% | -62.1% | -6.2% |
| 1Y | +20.0% | +45.6% | -25.6% | +15.9% |
| 3Y | +7.2% | +162.0% | -154.8% | -4.1% |
| All | -34.2% | +156.3% | -190.5% | -43.3% |
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