+52.2%
PHM vs LTH
+159.1%
-106.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.8% | -3.1% |
| 7D | -2.5% | +1.5% | -4.0% | -2.9% |
| 30D | -9.7% | -3.1% | -6.6% | -9.0% |
| 3M | +2.2% | +28.1% | -25.9% | -4.1% |
| 6M | -5.7% | +67.4% | -73.1% | -17.9% |
| YTD | +2.8% | +59.8% | -56.9% | -9.5% |
| 1Y | -14.4% | +45.6% | -60.0% | -23.1% |
| 3Y | +52.2% | +162.0% | -109.8% | +16.9% |
| All | +52.2% | +159.1% | -106.9% | +16.9% |
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 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