+58.1%
PPL vs LTH
+273.3%
-215.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | +1.0% | +5.3% | -4.3% | +0.6% |
| 30D | +6.8% | +18.3% | -11.4% | +5.4% |
| 3M | +3.9% | +5.4% | -1.5% | +3.4% |
| 6M | -2.0% | +62.5% | -64.6% | -5.6% |
| YTD | +5.3% | +79.6% | -74.4% | +0.3% |
| 1Y | +2.2% | +88.1% | -86.0% | -3.2% |
| All | +58.1% | +273.3% | -215.2% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling