+28.9%
PM vs LTH
+83.5%
-54.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.3% |
| 7D | -7.3% | +7.0% | -14.3% | -8.2% |
| 30D | -4.0% | +15.4% | -19.4% | -5.9% |
| 3M | +2.7% | +7.0% | -4.3% | +1.7% |
| 6M | +14.9% | +46.9% | -32.0% | +10.0% |
| YTD | +23.5% | +76.4% | -52.9% | +13.6% |
| All | +28.9% | +83.5% | -54.5% | +16.1% |
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