+29.4%
GEN vs LTH
+186.2%
-156.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.5% |
| 7D | +1.0% | +6.4% | -5.4% | 0.0% |
| 30D | +29.1% | +16.7% | +12.3% | +26.0% |
| 3M | +2.9% | +11.7% | -8.8% | +1.0% |
| 6M | +33.6% | +48.5% | -14.9% | +25.2% |
| YTD | +12.0% | +78.4% | -66.4% | +1.3% |
| 1Y | +16.2% | +89.7% | -73.5% | +4.0% |
| 3Y | +65.1% | +245.6% | -180.6% | +33.5% |
| 5Y | +33.3% | +142.7% | -109.4% | +9.9% |
| All | +29.4% | +186.2% | -156.8% | +8.2% |
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