+87.6%
LTH vs PFGC
+12.0%
+75.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -2.0% |
| 7D | +7.0% | +10.8% | -3.8% | +2.5% |
| 30D | +15.4% | +17.8% | -2.4% | +7.9% |
| 3M | +7.0% | -2.7% | +9.8% | +8.0% |
| 6M | +46.9% | +20.0% | +26.8% | +35.4% |
| YTD | +76.4% | +24.3% | +52.1% | +57.7% |
| All | +87.6% | +12.0% | +75.6% | +73.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling