+421.4%
GE vs LTH
+156.3%
+265.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.3% |
| 7D | +1.2% | +1.5% | -0.4% | +0.8% |
| 30D | -9.5% | -3.1% | -6.4% | -8.9% |
| 3M | +4.1% | +28.1% | -24.0% | -1.6% |
| 6M | +3.9% | +67.4% | -63.5% | -7.7% |
| YTD | +9.0% | +59.8% | -50.8% | -2.5% |
| 1Y | +21.9% | +45.6% | -23.7% | +11.0% |
| 3Y | +281.8% | +162.0% | +119.8% | +201.3% |
| All | +421.4% | +156.3% | +265.1% | +296.3% |
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