+143.5%
LTH vs PFG
+104.7%
+38.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +1.3% |
| 7D | -0.6% | +5.5% | -6.2% | -4.3% |
| 30D | -4.6% | +2.4% | -7.0% | -6.3% |
| 3M | +32.8% | +13.6% | +19.2% | +21.2% |
| 6M | +64.6% | +27.9% | +36.7% | +38.8% |
| YTD | +62.6% | +35.6% | +27.1% | +31.5% |
| 1Y | +49.9% | +48.5% | +1.5% | +13.3% |
| 3Y | +151.3% | +66.9% | +84.5% | +69.8% |
| All | +143.5% | +104.7% | +38.8% | +51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling