+69.9%
PR vs LTH
+273.3%
-203.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.8% | -5.6% | -4.9% |
| 7D | -16.5% | +5.3% | -21.8% | -17.0% |
| 30D | -4.5% | +18.3% | -22.8% | -6.2% |
| 3M | +8.5% | +5.4% | +3.2% | +7.8% |
| 6M | -3.3% | +62.5% | -65.9% | -9.1% |
| YTD | +55.7% | +79.6% | -23.9% | +43.3% |
| 1Y | +82.0% | +88.1% | -6.1% | +66.0% |
| All | +69.9% | +273.3% | -203.4% | +45.9% |
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 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