+99.9%
PBR vs LTH
+159.1%
-59.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +3.6% |
| 7D | +2.5% | +1.5% | +0.9% | +2.4% |
| 30D | +19.4% | -3.1% | +22.4% | +19.4% |
| 3M | +20.8% | +28.1% | -7.3% | +19.6% |
| 6M | +23.5% | +67.4% | -43.9% | +20.4% |
| YTD | +83.4% | +59.8% | +23.6% | +79.1% |
| 1Y | +77.6% | +45.6% | +32.0% | +74.4% |
| 3Y | +99.9% | +162.0% | -62.1% | +98.8% |
| All | +99.9% | +159.1% | -59.3% | +98.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling