-51.8%
PODD vs LTH
+137.1%
-188.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | 0.0% | +1.6% |
| 7D | +4.1% | -1.3% | +5.3% | +4.4% |
| 30D | +13.9% | +15.7% | -1.8% | +9.8% |
| 3M | +4.1% | +5.0% | -0.9% | +2.6% |
| 6M | +2.4% | +37.7% | -35.2% | -6.2% |
| YTD | -46.4% | +75.0% | -121.4% | -54.8% |
| 1Y | -54.2% | +82.6% | -136.8% | -61.9% |
| 3Y | -6.9% | +241.3% | -248.2% | -38.1% |
| All | -51.8% | +137.1% | -188.9% | -68.8% |
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