+24.9%
DOV vs LTH
+142.9%
-118.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +2.0% | +0.9% |
| 7D | -1.9% | +4.5% | -6.4% | -2.9% |
| 30D | +8.3% | +16.3% | -8.1% | +4.6% |
| 3M | -3.1% | +8.4% | -11.4% | -5.0% |
| 6M | -9.8% | +40.3% | -50.1% | -16.7% |
| YTD | +5.2% | +77.3% | -72.1% | -8.4% |
| 1Y | +15.3% | +88.0% | -72.6% | -0.9% |
| 3Y | +58.8% | +274.3% | -215.5% | +16.4% |
| All | +24.9% | +142.9% | -118.0% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling