+423.2%
GE vs LTH
+183.0%
+240.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.3% | +3.9% |
| 7D | +6.3% | +7.0% | -0.7% | +4.7% |
| 30D | +8.9% | +15.4% | -6.6% | +5.4% |
| 3M | -9.2% | +7.0% | -16.2% | -10.7% |
| 6M | +13.2% | +46.9% | -33.6% | +3.5% |
| YTD | +9.4% | +76.4% | -67.0% | -4.4% |
| 1Y | +9.8% | +83.7% | -74.0% | -5.0% |
| 3Y | +278.2% | +248.9% | +29.3% | +182.0% |
| 5Y | +396.0% | +141.8% | +254.2% | +264.7% |
| All | +423.2% | +183.0% | +240.2% | +288.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling