+196.7%
PH vs LTH
+142.9%
+53.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +3.2% |
| 7D | +2.0% | +4.5% | -2.5% | +0.8% |
| 30D | -3.7% | +16.3% | -20.0% | -7.3% |
| 3M | -14.0% | +8.4% | -22.4% | -16.0% |
| 6M | +2.1% | +40.3% | -38.2% | -6.7% |
| YTD | +5.1% | +77.3% | -72.2% | -10.1% |
| 1Y | +10.9% | +88.0% | -77.0% | -6.5% |
| 3Y | +132.9% | +274.3% | -141.3% | +64.4% |
| All | +196.7% | +142.9% | +53.8% | +112.9% |
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 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