+71.1%
PBR vs LTH
+45.9%
+25.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.2% |
| 7D | +0.3% | -4.0% | +4.3% | -0.2% |
| 30D | +17.5% | -1.7% | +19.2% | +17.3% |
| 3M | +20.9% | +28.0% | -7.1% | +23.8% |
| 6M | +20.2% | +54.1% | -33.8% | +25.2% |
| YTD | +84.3% | +57.1% | +27.2% | +90.8% |
| All | +71.1% | +45.9% | +25.2% | +75.2% |
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