+141.0%
PM vs LTH
+156.3%
-15.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.4% |
| 7D | -1.3% | +1.5% | -2.8% | -1.5% |
| 30D | -2.6% | -3.1% | +0.5% | -2.3% |
| 3M | +5.8% | +28.1% | -22.3% | +3.3% |
| 6M | +10.6% | +67.4% | -56.8% | +4.9% |
| YTD | +17.2% | +59.8% | -42.6% | +11.6% |
| 1Y | +17.6% | +45.6% | -28.0% | +12.9% |
| 3Y | +124.3% | +162.0% | -37.7% | +99.1% |
| All | +141.0% | +156.3% | -15.3% | +107.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling