+102.5%
PSX vs LTH
+45.0%
+57.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.9% |
| 7D | +1.5% | -3.7% | +5.2% | +1.2% |
| 30D | +15.8% | -5.3% | +21.2% | +15.4% |
| 3M | +43.0% | +24.2% | +18.8% | +45.1% |
| 6M | +61.1% | +54.8% | +6.3% | +64.3% |
| YTD | +104.5% | +56.1% | +48.5% | +108.1% |
| 1Y | +102.5% | +45.5% | +57.0% | +107.5% |
| All | +102.5% | +45.0% | +57.5% | +107.5% |
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 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