+56.4%
DUK vs LTH
+180.7%
-124.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +1.2% |
| 7D | +1.9% | -1.3% | +3.2% | +2.0% |
| 30D | +8.9% | +15.7% | -6.8% | +8.1% |
| 3M | +5.6% | +5.0% | +0.6% | +5.2% |
| 6M | +7.0% | +37.7% | -30.7% | +5.3% |
| YTD | +14.0% | +75.0% | -61.0% | +10.7% |
| 1Y | +9.1% | +82.6% | -73.6% | +5.6% |
| 3Y | +67.6% | +241.3% | -173.7% | +54.3% |
| 5Y | +56.6% | +135.4% | -78.8% | +39.9% |
| All | +56.4% | +180.7% | -124.3% | +39.0% |
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