+255.7%
PR vs LTH
+186.2%
+69.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.7% |
| 7D | -9.5% | +6.4% | -15.9% | -10.6% |
| 30D | -5.7% | +16.7% | -22.4% | -8.6% |
| 3M | +3.0% | +11.7% | -8.7% | +0.6% |
| 6M | +11.8% | +48.5% | -36.7% | +2.7% |
| YTD | +58.5% | +78.4% | -19.9% | +38.7% |
| 1Y | +69.9% | +89.7% | -19.8% | +46.5% |
| 3Y | +84.9% | +245.6% | -160.7% | +35.5% |
| 5Y | +246.4% | +142.7% | +103.8% | +167.0% |
| All | +255.7% | +186.2% | +69.5% | +182.9% |
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