-51.4%
PODD vs LTH
+156.3%
-207.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.8% | -3.1% |
| 7D | -4.1% | +1.5% | -5.6% | -4.5% |
| 30D | +0.8% | -3.1% | +3.8% | +1.4% |
| 3M | -6.1% | +28.1% | -34.2% | -12.2% |
| 6M | -40.0% | +67.4% | -107.4% | -48.6% |
| YTD | -49.9% | +59.8% | -109.7% | -56.7% |
| 1Y | -59.3% | +45.6% | -104.9% | -63.9% |
| 3Y | -17.2% | +162.0% | -179.2% | -40.9% |
| All | -51.4% | +156.3% | -207.7% | -67.8% |
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