+21.1%
PL vs LTH
+142.9%
-121.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.3% | +11.7% | +11.0% |
| 7D | -6.8% | +4.5% | -11.3% | -9.1% |
| 30D | -29.3% | +16.3% | -45.6% | -34.5% |
| 3M | -44.8% | +8.4% | -53.1% | -47.1% |
| 6M | -68.4% | +40.3% | -108.7% | -73.4% |
| YTD | -36.4% | +77.3% | -113.6% | -53.2% |
| 1Y | +0.7% | +88.0% | -87.2% | -28.2% |
| 3Y | +455.3% | +274.3% | +181.0% | +172.7% |
| All | +21.1% | +142.9% | -121.7% | -33.4% |
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 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