+265.6%
PR vs LTH
+186.8%
+78.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.7% |
| 7D | -0.5% | +0.3% | -0.8% | -0.6% |
| 30D | -4.6% | +17.7% | -22.3% | -7.7% |
| 3M | +4.7% | +8.5% | -3.8% | +2.8% |
| 6M | +12.4% | +46.9% | -34.5% | +3.5% |
| YTD | +62.9% | +78.8% | -15.9% | +42.4% |
| 1Y | +70.6% | +84.9% | -14.3% | +47.9% |
| 3Y | +90.0% | +246.4% | -156.3% | +39.2% |
| 5Y | +255.5% | +129.6% | +126.0% | +170.4% |
| All | +265.6% | +186.8% | +78.8% | +190.6% |
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