+256.2%
PR vs LTH
+184.4%
+71.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.2% |
| 7D | -16.4% | +4.5% | -20.9% | -17.2% |
| 30D | -1.9% | +16.3% | -18.2% | -4.8% |
| 3M | +8.0% | +8.4% | -0.4% | +6.0% |
| 6M | +4.1% | +40.3% | -36.2% | -3.2% |
| YTD | +58.7% | +77.3% | -18.6% | +39.0% |
| 1Y | +75.8% | +88.0% | -12.1% | +51.9% |
| 3Y | +73.2% | +274.3% | -201.1% | +24.2% |
| 5Y | +230.1% | +142.9% | +87.3% | +155.2% |
| All | +256.2% | +184.4% | +71.8% | +183.6% |
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