+7.6%
GE vs LTH
+77.7%
-70.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.2% | +0.7% | -2.6% |
| 7D | +5.1% | -4.6% | +9.8% | +6.2% |
| 30D | +7.6% | +14.8% | -7.3% | +4.3% |
| 3M | -9.3% | +3.9% | -13.2% | -10.2% |
| 6M | +11.5% | +35.5% | -24.0% | +3.6% |
| YTD | +7.9% | +71.3% | -63.5% | -5.3% |
| 1Y | +7.6% | +75.7% | -68.1% | -5.8% |
| All | +7.6% | +77.7% | -70.0% | -5.8% |
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