+14.2%
PG vs LTH
+150.3%
-136.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.9% | +0.3% |
| 7D | -2.7% | -3.7% | +1.0% | -2.4% |
| 30D | -1.5% | -5.3% | +3.8% | -1.2% |
| 3M | -3.4% | +24.2% | -27.6% | -4.9% |
| 6M | -7.0% | +54.8% | -61.8% | -10.0% |
| YTD | +2.0% | +56.1% | -54.1% | -1.5% |
| 1Y | -6.5% | +45.5% | -52.0% | -9.3% |
| 3Y | +1.2% | +155.9% | -154.7% | -6.4% |
| All | +14.2% | +150.3% | -136.1% | +2.0% |
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