-11.5%
PHM vs LTH
+46.0%
-57.5%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.8% | -2.9% |
| 7D | -2.5% | +1.5% | -4.0% | -3.0% |
| 30D | -9.7% | -3.1% | -6.6% | -8.8% |
| 3M | +2.2% | +28.1% | -25.9% | -5.3% |
| 6M | -5.7% | +67.4% | -73.1% | -20.9% |
| YTD | +2.8% | +59.8% | -56.9% | -12.9% |
| All | -11.5% | +46.0% | -57.5% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling