+27.4%
DOV vs LTH
+152.0%
-124.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.3% |
| 7D | +1.3% | -4.0% | +5.3% | +2.2% |
| 30D | -8.6% | -1.7% | -7.0% | -8.4% |
| 3M | -13.1% | +28.0% | -41.1% | -17.9% |
| 6M | -8.8% | +54.1% | -62.9% | -17.6% |
| YTD | -1.2% | +57.1% | -58.3% | -11.3% |
| 1Y | +10.7% | +45.8% | -35.1% | +0.8% |
| 3Y | +39.3% | +157.6% | -118.3% | +10.8% |
| All | +27.4% | +152.0% | -124.6% | -2.3% |
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