+143.5%
LTH vs PFGC
+103.2%
+40.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.6% |
| 7D | -0.6% | -2.2% | +1.6% | +0.6% |
| 30D | -4.6% | -11.9% | +7.3% | +1.9% |
| 3M | +32.8% | +5.0% | +27.8% | +28.8% |
| 6M | +64.6% | +8.6% | +56.0% | +56.7% |
| YTD | +62.6% | +9.7% | +53.0% | +52.3% |
| 1Y | +49.9% | -6.3% | +56.2% | +52.8% |
| 3Y | +151.3% | +58.2% | +93.1% | +86.0% |
| All | +143.5% | +103.2% | +40.4% | +47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling