+102.5%
GD vs LTH
+145.7%
-43.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.4% |
| 7D | -1.9% | +6.4% | -8.3% | -2.4% |
| 30D | +10.9% | +16.7% | -5.8% | +9.6% |
| 3M | -6.8% | +11.7% | -18.4% | -7.6% |
| 6M | +7.0% | +48.5% | -41.5% | +3.7% |
| YTD | +11.1% | +78.4% | -67.3% | +5.9% |
| 1Y | +7.0% | +89.7% | -82.6% | +1.5% |
| 3Y | +59.9% | +245.6% | -185.7% | +44.8% |
| 5Y | +102.5% | +142.7% | -40.2% | +81.4% |
| All | +102.5% | +145.7% | -43.2% | +81.4% |
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 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