-49.7%
PODD vs LTH
+160.9%
-210.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.1% |
| 7D | +1.6% | -0.6% | +2.3% | +1.7% |
| 30D | +10.7% | -4.6% | +15.3% | +11.7% |
| 3M | +0.7% | +32.8% | -32.1% | -6.7% |
| 6M | -39.3% | +64.6% | -103.9% | -47.7% |
| YTD | -48.1% | +62.6% | -110.8% | -55.3% |
| 1Y | -57.4% | +49.9% | -107.4% | -62.6% |
| 3Y | -23.3% | +151.3% | -174.6% | -44.4% |
| All | -49.7% | +160.9% | -210.6% | -66.8% |
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 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