+49.9%
PPL vs LTH
+184.4%
-134.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.8% | -0.4% |
| 7D | +0.4% | +4.5% | -4.1% | 0.0% |
| 30D | +5.4% | +16.3% | -10.9% | +4.0% |
| 3M | +4.3% | +8.4% | -4.1% | +3.4% |
| 6M | -1.3% | +40.3% | -41.6% | -4.4% |
| YTD | +4.7% | +77.3% | -72.6% | -1.1% |
| 1Y | +1.3% | +88.0% | -86.7% | -4.9% |
| 3Y | +57.2% | +274.3% | -217.0% | +35.6% |
| 5Y | +48.2% | +142.9% | -94.6% | +24.5% |
| All | +49.9% | +184.4% | -134.5% | +25.7% |
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 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