+282.6%
PSX vs LTH
+183.0%
+99.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.0% |
| 7D | -8.0% | +7.0% | -15.0% | -8.6% |
| 30D | -9.0% | +15.4% | -24.5% | -10.2% |
| 3M | +24.7% | +7.0% | +17.7% | +23.9% |
| 6M | +49.3% | +46.9% | +2.5% | +43.9% |
| YTD | +100.2% | +76.4% | +23.8% | +88.5% |
| 1Y | +88.8% | +83.7% | +5.1% | +77.0% |
| 3Y | +152.5% | +248.9% | -96.4% | +120.7% |
| 5Y | +283.2% | +141.8% | +141.4% | +230.7% |
| All | +282.6% | +183.0% | +99.6% | +235.5% |
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 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