+241.3%
LTH vs PFG
+82.7%
+158.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.6% | +1.9% |
| 7D | -1.3% | +2.4% | -3.7% | -2.5% |
| 30D | +15.7% | +5.9% | +9.8% | +12.2% |
| 3M | +5.0% | -0.4% | +5.4% | +5.0% |
| 6M | +37.7% | +14.8% | +22.8% | +26.4% |
| YTD | +75.0% | +31.9% | +43.1% | +48.6% |
| 1Y | +82.6% | +38.8% | +43.8% | +50.6% |
| 3Y | +241.3% | +82.4% | +158.9% | +100.7% |
| All | +241.3% | +82.7% | +158.7% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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