+39.3%
GEHC vs LTH
+259.2%
-220.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.7% | +1.0% |
| 7D | +0.8% | -1.3% | +2.1% | +1.0% |
| 30D | +21.3% | +15.7% | +5.7% | +17.7% |
| 3M | +12.6% | +5.0% | +7.6% | +11.2% |
| 6M | +34.3% | +37.7% | -3.4% | +25.1% |
| YTD | +1.4% | +75.0% | -73.6% | -10.8% |
| 1Y | +12.5% | +82.6% | -70.2% | -2.0% |
| 3Y | +19.2% | +241.3% | -222.1% | -6.0% |
| All | +39.3% | +259.2% | -220.0% | -0.3% |
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