+143.9%
PM vs LTH
+268.4%
-124.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.7% |
| 7D | -5.2% | +4.5% | -9.7% | -5.6% |
| 30D | +2.7% | +16.3% | -13.7% | +1.3% |
| 3M | +5.2% | +8.4% | -3.1% | +4.4% |
| 6M | +17.0% | +40.3% | -23.3% | +13.7% |
| YTD | +25.5% | +77.3% | -51.8% | +19.3% |
| 1Y | +35.5% | +88.0% | -52.4% | +28.2% |
| 3Y | +143.9% | +274.3% | -130.4% | +114.2% |
| All | +143.9% | +268.4% | -124.5% | +114.2% |
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