+18.6%
DIA vs LTH
+54.1%
-35.5%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.6% |
| 7D | -0.2% | -0.6% | +0.5% | -0.1% |
| 30D | -1.5% | -4.6% | +3.1% | -1.0% |
| 3M | +3.8% | +32.8% | -29.0% | -0.3% |
| 6M | +10.3% | +64.6% | -54.4% | +2.0% |
| YTD | +12.1% | +62.6% | -50.5% | +3.9% |
| 1Y | +18.6% | +49.9% | -31.3% | +11.3% |
| All | +18.6% | +54.1% | -35.5% | +11.3% |
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 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