-31.4%
DG vs LTH
+160.9%
-192.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.5% |
| 7D | +8.4% | -0.6% | +9.0% | +8.4% |
| 30D | +4.9% | -4.6% | +9.5% | +5.3% |
| 3M | +29.3% | +32.8% | -3.5% | +26.4% |
| 6M | -11.3% | +64.6% | -75.9% | -14.9% |
| YTD | +1.8% | +62.6% | -60.9% | -2.5% |
| 1Y | +25.3% | +49.9% | -24.6% | +20.7% |
| 3Y | +9.1% | +151.3% | -142.3% | -2.1% |
| All | -31.4% | +160.9% | -192.3% | -41.0% |
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 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