+49.4%
PPL vs LTH
+180.7%
-131.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.8% | +1.1% |
| 7D | -0.4% | -1.3% | +0.9% | -0.3% |
| 30D | +2.6% | +15.7% | -13.0% | +1.3% |
| 3M | +0.8% | +5.0% | -4.2% | +0.3% |
| 6M | +1.4% | +37.7% | -36.3% | -1.6% |
| YTD | +4.3% | +75.0% | -70.7% | -1.4% |
| 1Y | +0.8% | +82.6% | -81.9% | -5.1% |
| 3Y | +57.9% | +241.3% | -183.4% | +37.5% |
| 5Y | +48.3% | +135.4% | -87.1% | +24.7% |
| All | +49.4% | +180.7% | -131.4% | +25.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling