+41.0%
GEHC vs LTH
+262.1%
-221.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.1% |
| 7D | +5.6% | +7.0% | -1.4% | +4.2% |
| 30D | +27.9% | +15.4% | +12.5% | +24.1% |
| 3M | +17.1% | +7.0% | +10.1% | +15.3% |
| 6M | +32.5% | +46.9% | -14.3% | +21.8% |
| YTD | +2.7% | +76.4% | -73.8% | -9.9% |
| 1Y | +15.3% | +83.7% | -68.5% | +0.3% |
| 3Y | +23.7% | +248.9% | -225.2% | -2.8% |
| All | +41.0% | +262.1% | -221.1% | +0.8% |
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 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