+297.5%
PSX vs LTH
+174.8%
+122.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.2% | +5.8% | +2.0% |
| 7D | +6.4% | -4.6% | +11.1% | +6.8% |
| 30D | -10.2% | +14.8% | -25.0% | -11.3% |
| 3M | +17.2% | +3.9% | +13.2% | +16.6% |
| 6M | +51.8% | +35.5% | +16.3% | +47.3% |
| YTD | +108.0% | +71.3% | +36.7% | +96.3% |
| 1Y | +96.1% | +75.7% | +20.4% | +84.5% |
| 3Y | +155.9% | +231.9% | -76.1% | +124.6% |
| 5Y | +306.9% | +130.5% | +176.5% | +250.7% |
| All | +297.5% | +174.8% | +122.7% | +249.4% |
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 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