+43.4%
DUK vs LTH
+150.3%
-107.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.8% |
| 7D | -1.7% | -3.7% | +2.1% | -1.5% |
| 30D | -2.2% | -5.3% | +3.1% | -2.0% |
| 3M | -3.7% | +24.2% | -27.9% | -4.7% |
| 6M | -6.3% | +54.8% | -61.2% | -8.4% |
| YTD | +4.5% | +56.1% | -51.5% | +2.1% |
| 1Y | +1.8% | +45.5% | -43.7% | -0.2% |
| 3Y | +46.8% | +155.9% | -109.1% | +37.2% |
| All | +43.4% | +150.3% | -107.0% | +28.1% |
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