-2.5%
PFE vs LTH
+152.2%
-154.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.3% |
| 7D | +1.8% | -0.6% | +2.4% | +1.8% |
| 30D | +10.2% | -4.6% | +14.8% | +10.5% |
| 3M | +12.7% | +32.8% | -20.1% | +10.5% |
| 6M | +10.5% | +64.6% | -54.1% | +6.7% |
| YTD | +20.2% | +62.6% | -42.5% | +16.1% |
| 1Y | +24.1% | +49.9% | -25.9% | +20.3% |
| All | -2.5% | +152.2% | -154.7% | -9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling