+156.2%
PSX vs LTH
+241.8%
-85.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.7% |
| 7D | +7.8% | -1.3% | +9.1% | +7.9% |
| 30D | -10.9% | +15.7% | -26.6% | -11.7% |
| 3M | +14.5% | +5.0% | +9.5% | +14.1% |
| 6M | +56.1% | +37.7% | +18.4% | +52.7% |
| YTD | +109.6% | +75.0% | +34.6% | +100.0% |
| 1Y | +95.5% | +82.6% | +12.9% | +85.6% |
| 3Y | +156.2% | +241.3% | -85.1% | +143.7% |
| All | +156.2% | +241.8% | -85.6% | +143.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling