+54.5%
DLR vs LTH
+240.3%
-185.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.5% |
| 7D | +2.4% | +7.0% | -4.6% | +0.9% |
| 30D | +0.7% | +15.4% | -14.7% | -2.4% |
| 3M | -6.4% | +7.0% | -13.5% | -8.0% |
| 6M | -6.5% | +46.9% | -53.4% | -14.7% |
| YTD | +18.8% | +76.4% | -57.6% | +3.0% |
| 1Y | +9.0% | +83.7% | -74.7% | -6.5% |
| 3Y | +54.5% | +248.9% | -194.4% | +11.7% |
| All | +54.5% | +240.3% | -185.8% | +11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling