+8.9%
GE vs LTH
+84.0%
-75.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.3% | -3.6% | +1.4% |
| 7D | +9.4% | +9.9% | -0.4% | +7.2% |
| 30D | +7.5% | +18.3% | -10.8% | +3.8% |
| 3M | -12.5% | +5.9% | -18.5% | -13.7% |
| 6M | +17.8% | +80.3% | -62.6% | +3.3% |
| YTD | +7.4% | +78.3% | -70.9% | -5.5% |
| 1Y | +8.9% | +81.0% | -72.1% | -4.6% |
| All | +8.9% | +84.0% | -75.2% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling