+46.0%
DGX vs LTH
+84.0%
-38.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.3% | -2.8% | +3.2% |
| 7D | +4.1% | +9.9% | -5.8% | +3.7% |
| 30D | +10.5% | +18.3% | -7.8% | +9.8% |
| 3M | +9.8% | +5.9% | +3.9% | +9.2% |
| 6M | +34.6% | +80.3% | -45.8% | +34.2% |
| YTD | +49.8% | +78.3% | -28.5% | +47.8% |
| 1Y | +46.0% | +81.0% | -35.0% | +43.5% |
| All | +46.0% | +84.0% | -38.0% | +43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling