+1.1%
PR vs LTH
+78.5%
-77.4%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +6.3% | -12.9% | -5.5% |
| 7D | -12.1% | +9.9% | -22.0% | -10.7% |
| 30D | +0.9% | +18.3% | -17.4% | +3.8% |
| 3M | +10.1% | +5.9% | +4.2% | +10.9% |
| 6M | +1.1% | +80.3% | -79.2% | +10.8% |
| All | +1.1% | +78.5% | -77.4% | +10.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling