+274.3%
LTH vs PFG
+72.1%
+202.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.4% |
| 7D | +4.5% | -0.6% | +5.1% | +4.8% |
| 30D | +16.3% | +2.0% | +14.3% | +15.1% |
| 3M | +8.4% | -3.2% | +11.5% | +9.9% |
| 6M | +40.3% | +10.9% | +29.4% | +31.5% |
| YTD | +77.3% | +28.8% | +48.4% | +52.9% |
| 1Y | +88.0% | +39.2% | +48.8% | +55.2% |
| 3Y | +274.3% | +75.0% | +199.2% | +156.2% |
| All | +274.3% | +72.1% | +202.2% | +156.2% |
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