+133.7%
LTH vs PFGC
+94.4%
+39.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | +0.1% |
| 7D | -3.7% | -4.8% | +1.1% | -1.1% |
| 30D | -5.3% | -17.2% | +11.9% | +4.6% |
| 3M | +24.2% | -6.3% | +30.5% | +28.2% |
| 6M | +54.8% | +8.8% | +46.0% | +47.3% |
| YTD | +56.1% | +4.9% | +51.1% | +49.6% |
| 1Y | +45.5% | -9.5% | +55.0% | +51.1% |
| 3Y | +155.9% | +59.6% | +96.3% | +88.1% |
| All | +133.7% | +94.4% | +39.3% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling