+162.1%
LTH vs DTE
+42.6%
+119.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.0% |
| 7D | -1.3% | +3.4% | -4.7% | -2.7% |
| 30D | +15.7% | +8.9% | +6.8% | +11.5% |
| 3M | +5.0% | +1.1% | +3.9% | +4.4% |
| 6M | +37.7% | +0.1% | +37.6% | +37.2% |
| YTD | +75.0% | +11.1% | +64.0% | +64.4% |
| 1Y | +82.6% | +4.9% | +77.7% | +76.6% |
| 3Y | +241.3% | +58.6% | +182.7% | +161.9% |
| 5Y | +135.4% | +47.3% | +88.1% | +102.2% |
| All | +162.1% | +42.6% | +119.5% | +125.3% |
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