+99.6%
PSX vs LTH
+54.1%
+45.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.2% |
| 7D | +4.5% | -0.6% | +5.2% | +4.5% |
| 30D | +26.6% | -4.6% | +31.2% | +26.2% |
| 3M | +39.3% | +32.8% | +6.5% | +42.1% |
| 6M | +56.8% | +64.6% | -7.8% | +60.5% |
| YTD | +101.8% | +62.6% | +39.2% | +106.3% |
| 1Y | +99.6% | +49.9% | +49.7% | +103.4% |
| All | +99.6% | +54.1% | +45.5% | +103.4% |
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