+417.4%
GE vs LTH
+180.7%
+236.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.2% |
| 7D | +2.7% | -1.3% | +3.9% | +2.9% |
| 30D | +8.1% | +15.7% | -7.6% | +4.6% |
| 3M | -7.9% | +5.0% | -12.8% | -9.0% |
| 6M | +12.9% | +37.7% | -24.8% | +4.7% |
| YTD | +8.2% | +75.0% | -66.8% | -5.3% |
| 1Y | +9.7% | +82.6% | -73.0% | -5.0% |
| 3Y | +266.1% | +241.3% | +24.8% | +174.3% |
| 5Y | +407.4% | +135.4% | +272.0% | +272.9% |
| All | +417.4% | +180.7% | +236.6% | +284.9% |
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