+132.9%
PH vs LTH
+268.4%
-135.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +3.1% |
| 7D | +2.0% | +4.5% | -2.5% | +0.9% |
| 30D | -3.7% | +16.3% | -20.0% | -7.1% |
| 3M | -14.0% | +8.4% | -22.4% | -15.9% |
| 6M | +2.1% | +40.3% | -38.2% | -6.7% |
| YTD | +5.1% | +77.3% | -72.2% | -10.2% |
| 1Y | +10.9% | +88.0% | -77.0% | -6.7% |
| 3Y | +132.9% | +274.3% | -141.3% | +80.4% |
| All | +132.9% | +268.4% | -135.5% | +80.4% |
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