-27.8%
DT vs LTH
+160.9%
-188.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -2.0% | -1.7% |
| 7D | -3.3% | -0.6% | -2.7% | -3.2% |
| 30D | +2.0% | -4.6% | +6.6% | +3.1% |
| 3M | +20.0% | +32.8% | -12.8% | +10.6% |
| 6M | +39.3% | +64.6% | -25.3% | +19.0% |
| YTD | +19.8% | +62.6% | -42.9% | +2.4% |
| 1Y | +4.3% | +49.9% | -45.7% | -8.8% |
| 3Y | +7.7% | +151.3% | -143.6% | -23.0% |
| All | -27.8% | +160.9% | -188.7% | -52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling