+528.0%
PBR vs LTH
+150.3%
+377.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.2% |
| 7D | +4.2% | -3.7% | +8.0% | +4.4% |
| 30D | +22.7% | -5.3% | +28.1% | +23.0% |
| 3M | +21.5% | +24.2% | -2.7% | +19.9% |
| 6M | +24.0% | +54.8% | -30.8% | +20.5% |
| YTD | +88.2% | +56.1% | +32.2% | +82.6% |
| 1Y | +74.8% | +45.5% | +29.3% | +70.3% |
| 3Y | +105.1% | +155.9% | -50.8% | +90.9% |
| All | +528.0% | +150.3% | +377.7% | +492.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling