+41.8%
PEG vs LTH
+150.3%
-108.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | -0.1% |
| 7D | -0.9% | -3.7% | +2.8% | -0.5% |
| 30D | -2.8% | -5.3% | +2.6% | -2.2% |
| 3M | -6.9% | +24.2% | -31.1% | -9.1% |
| 6M | -11.4% | +54.8% | -66.2% | -15.7% |
| YTD | -7.4% | +56.1% | -63.4% | -12.1% |
| 1Y | -8.3% | +45.5% | -53.8% | -12.3% |
| 3Y | +31.5% | +155.9% | -124.3% | +17.5% |
| All | +41.8% | +150.3% | -108.5% | +21.3% |
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 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