+404.2%
PWR vs LTH
+142.3%
+261.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.5% | +9.8% | +9.4% |
| 7D | -4.8% | +7.0% | -11.8% | -6.3% |
| 30D | -16.2% | +15.4% | -31.6% | -18.9% |
| 3M | -11.9% | +7.0% | -19.0% | -13.5% |
| 6M | -20.6% | +46.9% | -67.4% | -27.5% |
| YTD | +40.3% | +76.4% | -36.2% | +22.0% |
| 1Y | +33.0% | +83.7% | -50.7% | +14.6% |
| 3Y | +250.0% | +248.9% | +1.1% | +161.5% |
| 5Y | +404.2% | +141.8% | +262.3% | +281.2% |
| All | +404.2% | +142.3% | +261.8% | +281.2% |
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