-49.3%
DKNG vs LTH
+54.1%
-103.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.8% |
| 7D | -4.9% | -0.6% | -4.3% | -4.9% |
| 30D | +10.3% | -4.6% | +14.9% | +10.8% |
| 3M | -5.4% | +32.8% | -38.2% | -8.2% |
| 6M | -5.6% | +64.6% | -70.2% | -13.8% |
| YTD | -30.3% | +62.6% | -93.0% | -36.2% |
| 1Y | -49.3% | +49.9% | -99.3% | -49.4% |
| All | -49.3% | +54.1% | -103.5% | -49.4% |
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