+285.7%
PSX vs LTH
+160.9%
+124.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | +4.5% | -0.6% | +5.2% | +4.6% |
| 30D | +26.6% | -4.6% | +31.2% | +27.1% |
| 3M | +39.3% | +32.8% | +6.5% | +35.6% |
| 6M | +56.8% | +64.6% | -7.8% | +48.8% |
| YTD | +101.8% | +62.6% | +39.2% | +91.6% |
| 1Y | +99.6% | +49.9% | +49.7% | +90.9% |
| 3Y | +140.3% | +151.3% | -11.0% | +116.8% |
| All | +285.7% | +160.9% | +124.8% | +241.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling