-38.8%
DT vs LTH
+183.0%
-221.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | -20.2% | +7.0% | -27.2% | -21.8% |
| 30D | -30.8% | +15.4% | -46.2% | -33.5% |
| 3M | -10.2% | +7.0% | -17.2% | -12.4% |
| 6M | +8.0% | +46.9% | -38.8% | -3.8% |
| YTD | +1.5% | +76.4% | -75.0% | -15.4% |
| 1Y | -6.9% | +83.7% | -90.6% | -23.4% |
| 3Y | -10.9% | +248.9% | -259.8% | -42.3% |
| 5Y | -42.2% | +141.8% | -184.0% | -64.2% |
| All | -38.8% | +183.0% | -221.8% | -60.7% |
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