+132.2%
PSX vs LTH
+268.4%
-136.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.5% |
| 7D | -13.1% | +4.5% | -17.6% | -13.3% |
| 30D | -9.5% | +16.3% | -25.9% | -10.3% |
| 3M | +20.2% | +8.4% | +11.8% | +19.6% |
| 6M | +44.9% | +40.3% | +4.6% | +41.9% |
| YTD | +94.4% | +77.3% | +17.1% | +86.1% |
| 1Y | +83.1% | +88.0% | -4.9% | +74.1% |
| 3Y | +132.2% | +274.3% | -142.1% | +127.0% |
| All | +132.2% | +268.4% | -136.3% | +127.0% |
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