+252.1%
PH vs LTH
+174.8%
+77.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.6% | -0.6% |
| 7D | +7.4% | -4.6% | +12.0% | +8.5% |
| 30D | +0.5% | +14.8% | -14.3% | -3.0% |
| 3M | -10.2% | +3.9% | -14.2% | -11.4% |
| 6M | +8.9% | +35.5% | -26.6% | +0.4% |
| YTD | +9.7% | +71.3% | -61.7% | -5.3% |
| 1Y | +12.8% | +75.7% | -62.9% | -3.2% |
| 3Y | +134.6% | +231.9% | -97.3% | +71.1% |
| 5Y | +204.5% | +130.5% | +74.1% | +122.3% |
| All | +252.1% | +174.8% | +77.3% | +153.9% |
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