+46.1%
PEG vs LTH
+186.2%
-140.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | +2.6% | +6.4% | -3.8% | +1.9% |
| 30D | +3.3% | +16.7% | -13.4% | +1.6% |
| 3M | +1.1% | +11.7% | -10.6% | -0.2% |
| 6M | -1.4% | +48.5% | -50.0% | -5.6% |
| YTD | -4.6% | +78.4% | -83.0% | -10.7% |
| 1Y | -7.2% | +89.7% | -96.9% | -13.8% |
| 3Y | +33.7% | +245.6% | -211.9% | +16.3% |
| 5Y | +40.8% | +142.7% | -101.9% | +19.1% |
| All | +46.1% | +186.2% | -140.1% | +23.1% |
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