+56.9%
DLR vs LTH
+157.9%
-101.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +1.6% | -0.6% | +2.2% | +1.7% |
| 30D | -3.4% | -4.6% | +1.2% | -2.5% |
| 3M | +0.5% | +32.8% | -32.3% | -5.7% |
| 6M | +4.6% | +64.6% | -60.1% | -6.8% |
| YTD | +23.4% | +62.6% | -39.2% | +9.9% |
| 1Y | +19.0% | +49.9% | -30.9% | +7.8% |
| All | +56.9% | +157.9% | -101.0% | +23.8% |
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