+135.2%
LTH vs DTE
+37.6%
+97.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.3% |
| 7D | -4.0% | 0.0% | -4.0% | -4.0% |
| 30D | -1.7% | -0.5% | -1.1% | -1.5% |
| 3M | +28.0% | -6.0% | +34.0% | +31.4% |
| 6M | +54.1% | -7.2% | +61.3% | +58.4% |
| YTD | +57.1% | +7.2% | +49.9% | +49.9% |
| 1Y | +45.8% | +4.1% | +41.7% | +41.1% |
| 3Y | +157.6% | +46.9% | +110.7% | +104.5% |
| All | +135.2% | +37.6% | +97.6% | +105.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling