+162.6%
LTH vs DTE
+48.5%
+114.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.6% | -2.1% |
| 7D | +1.5% | +0.9% | +0.6% | +1.2% |
| 30D | -3.1% | -1.9% | -1.2% | -2.3% |
| 3M | +28.1% | -3.3% | +31.4% | +29.7% |
| 6M | +67.4% | -7.1% | +74.5% | +71.8% |
| YTD | +59.8% | +8.1% | +51.7% | +51.4% |
| 1Y | +45.6% | +5.3% | +40.3% | +39.8% |
| All | +162.6% | +48.5% | +114.2% | +89.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling