+81.3%
DGX vs LTH
+160.9%
-79.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -1.0% |
| 7D | -2.3% | -0.6% | -1.7% | -2.3% |
| 30D | +0.6% | -4.6% | +5.1% | +0.8% |
| 3M | +21.4% | +32.8% | -11.4% | +19.1% |
| 6M | +14.7% | +64.6% | -49.9% | +10.6% |
| YTD | +38.4% | +62.6% | -24.2% | +33.4% |
| 1Y | +34.0% | +49.9% | -16.0% | +29.8% |
| 3Y | +92.7% | +151.3% | -58.6% | +78.1% |
| All | +81.3% | +160.9% | -79.6% | +59.5% |
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 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