-30.0%
DT vs LTH
+156.3%
-186.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -2.6% |
| 7D | -4.9% | +1.5% | -6.4% | -5.3% |
| 30D | +2.7% | -3.1% | +5.8% | +3.3% |
| 3M | +20.0% | +28.1% | -8.1% | +11.7% |
| 6M | +28.0% | +67.4% | -39.4% | +8.8% |
| YTD | +16.0% | +59.8% | -43.7% | -0.3% |
| 1Y | +0.7% | +45.6% | -44.9% | -11.2% |
| 3Y | +6.2% | +162.0% | -155.8% | -25.2% |
| All | -30.0% | +156.3% | -186.3% | -53.6% |
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