+156.6%
LTH vs DAR
-23.2%
+179.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.2% | -6.3% | -4.6% |
| 7D | -4.6% | +9.2% | -13.8% | -6.5% |
| 30D | +14.8% | -12.3% | +27.1% | +17.8% |
| 3M | +3.9% | -12.7% | +16.6% | +6.5% |
| 6M | +35.5% | -12.8% | +48.3% | +38.1% |
| YTD | +71.3% | +53.8% | +17.6% | +49.4% |
| 1Y | +75.7% | +60.3% | +15.4% | +51.2% |
| 3Y | +231.9% | +31.7% | +200.2% | +188.4% |
| 5Y | +130.5% | -27.7% | +158.2% | +128.9% |
| All | +156.6% | -23.2% | +179.7% | +163.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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