+418.2%
PWR vs LTH
+186.2%
+232.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.6% |
| 7D | -11.2% | +6.4% | -17.6% | -12.5% |
| 30D | -17.4% | +16.7% | -34.1% | -20.2% |
| 3M | -11.7% | +11.7% | -23.4% | -14.0% |
| 6M | -21.7% | +48.5% | -70.2% | -28.6% |
| YTD | +38.3% | +78.4% | -40.1% | +20.3% |
| 1Y | +29.6% | +89.7% | -60.1% | +11.2% |
| 3Y | +236.1% | +245.6% | -9.5% | +153.3% |
| 5Y | +406.3% | +142.7% | +263.7% | +279.6% |
| All | +418.2% | +186.2% | +232.0% | +291.7% |
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 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