+461.2%
PBR vs LTH
+142.6%
+318.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.4% |
| 7D | -13.3% | +6.4% | -19.7% | -13.5% |
| 30D | -27.7% | +16.7% | -44.5% | -28.2% |
| 3M | +2.7% | +11.7% | -9.0% | +2.1% |
| 6M | -6.7% | +48.5% | -55.2% | -8.8% |
| YTD | +60.9% | +78.4% | -17.5% | +55.0% |
| 1Y | +46.6% | +89.7% | -43.1% | +40.5% |
| 3Y | +69.1% | +245.6% | -176.6% | +54.1% |
| All | +461.2% | +142.6% | +318.7% | +438.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling