+160.8%
PM vs LTH
+130.5%
+30.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -7.1% | +0.3% | -7.3% | -7.1% |
| 30D | -2.8% | +17.7% | -20.5% | -4.4% |
| 3M | +6.3% | +8.5% | -2.1% | +5.4% |
| 6M | +9.6% | +46.9% | -37.3% | +5.4% |
| YTD | +25.6% | +78.8% | -53.2% | +18.0% |
| 1Y | +29.7% | +84.9% | -55.2% | +21.4% |
| 3Y | +147.6% | +246.4% | -98.8% | +113.5% |
| All | +160.8% | +130.5% | +30.3% | +119.4% |
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