+82.8%
DRI vs LTH
+137.1%
-54.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | 0.0% |
| 7D | +1.1% | -1.3% | +2.3% | +1.3% |
| 30D | +9.7% | +15.7% | -6.0% | +6.6% |
| 3M | +3.2% | +5.0% | -1.8% | +2.1% |
| 6M | +20.6% | +37.7% | -17.1% | +13.0% |
| YTD | +28.3% | +75.0% | -46.8% | +14.0% |
| 1Y | +34.5% | +82.6% | -48.1% | +18.5% |
| 3Y | +66.5% | +241.3% | -174.8% | +26.1% |
| All | +82.8% | +137.1% | -54.3% | +36.9% |
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