+431.7%
PBR vs LTH
+174.8%
+256.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.2% | +5.7% | +1.7% |
| 7D | -3.7% | -4.6% | +0.9% | -3.6% |
| 30D | -29.0% | +14.8% | -43.8% | -29.5% |
| 3M | +4.9% | +3.9% | +1.0% | +4.7% |
| 6M | -8.4% | +35.5% | -43.9% | -10.0% |
| YTD | +59.4% | +71.3% | -12.0% | +53.9% |
| 1Y | +45.5% | +75.7% | -30.2% | +40.2% |
| 3Y | +67.4% | +231.9% | -164.5% | +53.4% |
| 5Y | +453.0% | +130.5% | +322.5% | +414.1% |
| All | +431.7% | +174.8% | +256.8% | +399.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling