+42.9%
PEG vs LTH
+160.9%
-118.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.2% |
| 7D | +0.7% | -0.6% | +1.3% | +0.7% |
| 30D | -2.4% | -4.6% | +2.2% | -2.0% |
| 3M | -4.8% | +32.8% | -37.6% | -7.6% |
| 6M | -10.7% | +64.6% | -75.3% | -15.5% |
| YTD | -6.7% | +62.6% | -69.3% | -11.8% |
| 1Y | -6.8% | +49.9% | -56.8% | -11.3% |
| 3Y | +34.5% | +151.3% | -116.9% | +20.2% |
| All | +42.9% | +160.9% | -118.0% | +21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling