+133.7%
LTH vs DTE
+35.9%
+97.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.6% | -0.1% |
| 7D | -3.7% | -2.0% | -1.7% | -2.9% |
| 30D | -5.3% | -2.4% | -2.9% | -4.3% |
| 3M | +24.2% | -7.3% | +31.5% | +28.2% |
| 6M | +54.8% | -7.6% | +62.5% | +59.5% |
| YTD | +56.1% | +5.8% | +50.2% | +49.8% |
| 1Y | +45.5% | +2.3% | +43.2% | +41.9% |
| 3Y | +155.9% | +45.0% | +110.9% | +104.3% |
| All | +133.7% | +35.9% | +97.8% | +105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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