+143.5%
LTH vs DTE
+37.7%
+105.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | -0.6% | +0.2% | -0.8% | -0.7% |
| 30D | -4.6% | -2.6% | -2.0% | -3.5% |
| 3M | +32.8% | -3.9% | +36.7% | +34.9% |
| 6M | +64.6% | -7.9% | +72.5% | +69.9% |
| YTD | +62.6% | +7.2% | +55.5% | +55.2% |
| 1Y | +49.9% | +3.1% | +46.9% | +45.8% |
| 3Y | +151.3% | +47.6% | +103.8% | +99.1% |
| All | +143.5% | +37.7% | +105.9% | +112.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling