-39.5%
DT vs LTH
+186.2%
-225.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.4% |
| 7D | -7.5% | +6.4% | -13.9% | -9.1% |
| 30D | -31.5% | +16.7% | -48.3% | -34.5% |
| 3M | -14.0% | +11.7% | -25.7% | -17.0% |
| 6M | +6.9% | +48.5% | -41.7% | -5.1% |
| YTD | +0.3% | +78.4% | -78.1% | -16.6% |
| 1Y | -6.9% | +89.7% | -96.6% | -24.1% |
| 3Y | -13.9% | +245.6% | -259.5% | -44.1% |
| 5Y | -39.9% | +142.7% | -182.6% | -63.0% |
| All | -39.5% | +186.2% | -225.7% | -61.2% |
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