+12.0%
GEHC vs LTH
+228.0%
-216.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.3% | -2.7% |
| 7D | -5.2% | +1.5% | -6.7% | -5.5% |
| 30D | -7.0% | -3.1% | -3.9% | -6.4% |
| 3M | +3.3% | +28.1% | -24.8% | -2.1% |
| 6M | -10.0% | +67.4% | -77.4% | -19.9% |
| YTD | -18.5% | +59.8% | -78.3% | -26.8% |
| 1Y | -14.4% | +45.6% | -60.0% | -21.8% |
| 3Y | +3.4% | +162.0% | -158.6% | -15.1% |
| All | +12.0% | +228.0% | -216.0% | -18.2% |
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