+53.9%
GD vs LTH
+268.4%
-214.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | -5.0% | +4.5% | -9.5% | -5.3% |
| 30D | +8.9% | +16.3% | -7.4% | +7.5% |
| 3M | -8.0% | +8.4% | -16.4% | -8.8% |
| 6M | +2.9% | +40.3% | -37.4% | -0.1% |
| YTD | +7.1% | +77.3% | -70.2% | +1.5% |
| 1Y | +5.9% | +88.0% | -82.0% | -0.1% |
| 3Y | +53.9% | +274.3% | -220.4% | +41.4% |
| All | +53.9% | +268.4% | -214.6% | +41.4% |
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