+64.2%
DIA vs LTH
+183.0%
-118.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.2% |
| 7D | +0.8% | +7.0% | -6.2% | -0.2% |
| 30D | +1.4% | +15.4% | -14.0% | -0.8% |
| 3M | -2.7% | +7.0% | -9.7% | -3.8% |
| 6M | +6.2% | +46.9% | -40.6% | 0.0% |
| YTD | +10.1% | +76.4% | -66.3% | +0.4% |
| 1Y | +13.0% | +83.7% | -70.7% | +2.3% |
| 3Y | +61.9% | +248.9% | -187.0% | +32.3% |
| 5Y | +57.1% | +141.8% | -84.8% | +26.3% |
| All | +64.2% | +183.0% | -118.8% | +32.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling