+138.1%
PM vs LTH
+160.9%
-22.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | -4.9% | -0.6% | -4.2% | -4.8% |
| 30D | -3.4% | -4.6% | +1.2% | -3.0% |
| 3M | +5.2% | +32.8% | -27.6% | +2.3% |
| 6M | +3.7% | +64.6% | -60.9% | -1.4% |
| YTD | +15.8% | +62.6% | -46.9% | +10.0% |
| 1Y | +17.4% | +49.9% | -32.6% | +12.3% |
| 3Y | +116.9% | +151.3% | -34.4% | +93.4% |
| All | +138.1% | +160.9% | -22.8% | +104.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling