+43.9%
PEG vs LTH
+156.3%
-112.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.9% |
| 7D | +1.0% | +1.5% | -0.5% | +0.9% |
| 30D | -1.9% | -3.1% | +1.2% | -1.6% |
| 3M | -3.7% | +28.1% | -31.8% | -6.2% |
| 6M | -9.4% | +67.4% | -76.8% | -14.5% |
| YTD | -6.0% | +59.8% | -65.8% | -11.0% |
| 1Y | -4.4% | +45.6% | -50.0% | -8.6% |
| 3Y | +33.5% | +162.0% | -128.5% | +18.9% |
| All | +43.9% | +156.3% | -112.4% | +22.8% |
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 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