+96.9%
PSX vs LTH
+84.0%
+12.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.3% | -10.9% | -4.0% |
| 7D | -5.2% | +9.9% | -15.0% | -4.3% |
| 30D | -3.7% | +18.3% | -22.0% | -2.4% |
| 3M | +26.8% | +5.9% | +20.8% | +27.4% |
| 6M | +47.3% | +80.3% | -33.0% | +52.8% |
| YTD | +105.4% | +78.3% | +27.1% | +111.4% |
| 1Y | +96.9% | +81.0% | +15.9% | +102.5% |
| All | +96.9% | +84.0% | +12.9% | +102.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling