+39.4%
DOV vs LTH
+174.8%
-135.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.8% | -0.5% |
| 7D | +3.4% | -4.6% | +8.0% | +4.4% |
| 30D | +8.8% | +14.8% | -6.0% | +5.5% |
| 3M | +0.9% | +3.9% | -3.0% | -0.2% |
| 6M | -2.8% | +35.5% | -38.3% | -9.5% |
| YTD | +8.1% | +71.3% | -63.2% | -4.9% |
| 1Y | +15.2% | +75.7% | -60.4% | +0.7% |
| 3Y | +64.5% | +231.9% | -167.4% | +24.7% |
| 5Y | +28.9% | +130.5% | -101.6% | -3.7% |
| All | +39.4% | +174.8% | -135.4% | +4.7% |
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 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