+467.8%
PWR vs LTH
+156.3%
+311.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.8% | +4.1% | +2.7% |
| 7D | +4.5% | +1.5% | +3.0% | +4.2% |
| 30D | -4.9% | -3.1% | -1.8% | -4.3% |
| 3M | -7.9% | +28.1% | -36.0% | -13.1% |
| 6M | +18.3% | +67.4% | -49.1% | +4.9% |
| YTD | +51.5% | +59.8% | -8.3% | +35.2% |
| 1Y | +70.3% | +45.6% | +24.7% | +54.8% |
| 3Y | +210.6% | +162.0% | +48.6% | +146.1% |
| All | +467.8% | +156.3% | +311.5% | +340.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling