+41.7%
DOV vs LTH
+159.1%
-117.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.7% | +1.3% |
| 7D | +2.5% | +1.5% | +1.0% | +2.2% |
| 30D | -7.5% | -3.1% | -4.5% | -6.9% |
| 3M | -9.7% | +28.1% | -37.8% | -14.8% |
| 6M | -6.1% | +67.4% | -73.5% | -17.2% |
| YTD | +0.5% | +59.8% | -59.3% | -10.5% |
| 1Y | +10.5% | +45.6% | -35.1% | +0.3% |
| 3Y | +41.7% | +162.0% | -120.3% | +14.4% |
| All | +41.7% | +159.1% | -117.4% | +14.4% |
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 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