+16.1%
PG vs LTH
+150.5%
-134.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -0.8% | -4.0% | +3.2% | -0.5% |
| 30D | +0.8% | -5.3% | +6.1% | +1.2% |
| 3M | -1.3% | +19.0% | -20.4% | -2.6% |
| 6M | -3.8% | +55.8% | -59.6% | -7.0% |
| YTD | +3.6% | +56.1% | -52.5% | +0.1% |
| 1Y | -5.7% | +41.3% | -47.0% | -8.4% |
| 3Y | +1.6% | +156.6% | -155.1% | -6.0% |
| All | +16.1% | +150.5% | -134.4% | +3.6% |
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 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