+37.6%
GDDY vs LTH
+150.3%
-112.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.6% | +3.1% |
| 7D | -7.0% | -3.7% | -3.3% | -6.2% |
| 30D | +6.2% | -5.3% | +11.5% | +7.4% |
| 3M | +20.0% | +24.2% | -4.1% | +14.5% |
| 6M | +6.8% | +54.8% | -48.0% | -3.9% |
| YTD | -22.3% | +56.1% | -78.4% | -30.3% |
| 1Y | -33.5% | +45.5% | -79.1% | -39.5% |
| 3Y | +29.2% | +155.9% | -126.7% | +1.3% |
| All | +37.6% | +150.3% | -112.8% | +0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling