+72.9%
PBR vs LTH
+84.0%
-11.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +6.3% | -13.3% | -5.5% |
| 7D | -11.0% | +9.9% | -20.8% | -8.9% |
| 30D | -18.8% | +18.3% | -37.1% | -15.6% |
| 3M | +7.8% | +5.9% | +1.9% | +10.2% |
| 6M | -7.6% | +80.3% | -87.9% | +1.4% |
| YTD | +72.7% | +78.3% | -5.6% | +88.1% |
| 1Y | +72.9% | +81.0% | -8.1% | +88.7% |
| All | +72.9% | +84.0% | -11.1% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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