+280.1%
PR vs LTH
+160.9%
+119.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | +2.9% | -0.6% | +3.6% | +3.0% |
| 30D | +18.0% | -4.6% | +22.6% | +18.9% |
| 3M | +16.9% | +32.8% | -15.9% | +10.1% |
| 6M | +28.2% | +64.6% | -36.4% | +14.4% |
| YTD | +69.3% | +62.6% | +6.7% | +51.1% |
| 1Y | +69.5% | +49.9% | +19.6% | +53.6% |
| 3Y | +81.7% | +151.3% | -69.7% | +42.4% |
| All | +280.1% | +160.9% | +119.2% | +208.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling