+33.1%
GDDY vs LTH
+153.8%
-120.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.7% | +1.8% |
| 7D | -3.2% | -4.0% | +0.8% | -2.4% |
| 30D | +6.8% | -5.3% | +12.1% | +7.9% |
| 3M | +30.5% | +19.0% | +11.5% | +26.3% |
| 6M | +13.3% | +55.8% | -42.5% | +2.5% |
| YTD | -21.0% | +56.1% | -77.1% | -28.5% |
| 1Y | -34.0% | +41.3% | -75.3% | -39.1% |
| 3Y | +33.1% | +156.6% | -123.6% | +8.5% |
| All | +33.1% | +153.8% | -120.8% | +8.5% |
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