+279.1%
PSX vs LTH
+186.2%
+92.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.0% |
| 7D | -7.8% | +6.4% | -14.2% | -8.3% |
| 30D | -9.9% | +16.7% | -26.6% | -11.1% |
| 3M | +16.9% | +11.7% | +5.3% | +15.7% |
| 6M | +48.0% | +48.5% | -0.5% | +42.4% |
| YTD | +98.3% | +78.4% | +19.9% | +86.6% |
| 1Y | +86.2% | +89.7% | -3.5% | +73.9% |
| 3Y | +144.0% | +245.6% | -101.7% | +113.5% |
| 5Y | +287.7% | +142.7% | +145.0% | +233.9% |
| All | +279.1% | +186.2% | +92.9% | +232.2% |
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 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