+130.5%
LTH vs DTE
+46.1%
+84.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.0% |
| 7D | -4.6% | +3.2% | -7.8% | -6.0% |
| 30D | +14.8% | +8.5% | +6.4% | +10.8% |
| 3M | +3.9% | +1.3% | +2.6% | +3.3% |
| 6M | +35.5% | -0.7% | +36.2% | +35.5% |
| YTD | +71.3% | +10.6% | +60.7% | +61.1% |
| 1Y | +75.7% | +2.6% | +73.0% | +71.7% |
| 3Y | +231.9% | +56.5% | +175.4% | +155.3% |
| 5Y | +130.5% | +46.7% | +83.7% | +98.1% |
| All | +130.5% | +46.1% | +84.4% | +98.1% |
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