-8.1%
DT vs LTH
+268.4%
-276.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | -24.7% | +4.5% | -29.2% | -25.3% |
| 30D | -27.4% | +16.3% | -43.7% | -29.2% |
| 3M | -11.1% | +8.4% | -19.5% | -12.5% |
| 6M | +13.7% | +40.3% | -26.6% | +6.7% |
| YTD | +0.2% | +77.3% | -77.0% | -11.0% |
| 1Y | -5.7% | +88.0% | -93.6% | -17.5% |
| 3Y | -8.1% | +274.3% | -282.4% | -28.7% |
| All | -8.1% | +268.4% | -276.5% | -28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling