-6.1%
PEG vs LTH
+43.6%
-49.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.2% |
| 7D | -0.1% | -4.0% | +3.9% | +0.2% |
| 30D | -1.7% | -1.7% | -0.1% | -1.7% |
| 3M | -6.8% | +28.0% | -34.8% | -8.2% |
| 6M | -11.4% | +54.1% | -65.4% | -13.5% |
| YTD | -7.2% | +57.1% | -64.3% | -10.5% |
| 1Y | -6.1% | +45.8% | -51.9% | -7.3% |
| All | -6.1% | +43.6% | -49.7% | -7.3% |
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 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