+81.0%
GEN vs LTH
+268.4%
-187.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.4% |
| 7D | +2.3% | +4.5% | -2.2% | +1.3% |
| 30D | +33.1% | +16.3% | +16.7% | +29.1% |
| 3M | +6.5% | +8.4% | -1.9% | +4.6% |
| 6M | +53.8% | +40.3% | +13.5% | +43.1% |
| YTD | +11.2% | +77.3% | -66.1% | -2.4% |
| 1Y | +19.4% | +88.0% | -68.6% | +3.3% |
| 3Y | +81.0% | +274.3% | -193.2% | +25.1% |
| All | +81.0% | +268.4% | -187.4% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling