+49.1%
PPL vs LTH
+155.3%
-106.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | +1.0% | +5.3% | -4.3% | +0.5% |
| 30D | +6.8% | +18.3% | -11.4% | +5.2% |
| 3M | +3.9% | +5.4% | -1.5% | +3.3% |
| 6M | -2.0% | +62.5% | -64.6% | -6.4% |
| YTD | +5.3% | +79.6% | -74.4% | -0.8% |
| 1Y | +2.2% | +88.1% | -86.0% | -4.1% |
| 3Y | +56.7% | +272.5% | -215.7% | +34.9% |
| 5Y | +49.1% | +146.1% | -97.1% | +25.0% |
| All | +49.1% | +155.3% | -106.3% | +25.0% |
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