+294.3%
PSX vs LTH
+152.0%
+142.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.8% |
| 7D | +1.8% | -4.0% | +5.8% | +2.2% |
| 30D | +21.6% | -1.7% | +23.3% | +21.8% |
| 3M | +46.5% | +28.0% | +18.5% | +43.0% |
| 6M | +62.0% | +54.1% | +7.9% | +54.7% |
| YTD | +106.3% | +57.1% | +49.2% | +96.4% |
| 1Y | +103.0% | +45.8% | +57.2% | +94.5% |
| 3Y | +135.5% | +157.6% | -22.0% | +111.8% |
| All | +294.3% | +152.0% | +142.3% | +249.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling