+34.1%
GEN vs LTH
+137.1%
-103.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +2.0% |
| 7D | +2.0% | -1.3% | +3.3% | +2.3% |
| 30D | +27.7% | +15.7% | +12.1% | +24.8% |
| 3M | +3.3% | +5.0% | -1.7% | +2.4% |
| 6M | +31.8% | +37.7% | -5.9% | +24.8% |
| YTD | +13.5% | +75.0% | -61.5% | +2.6% |
| 1Y | +16.0% | +82.6% | -66.6% | +4.1% |
| 3Y | +70.6% | +241.3% | -170.7% | +36.8% |
| All | +34.1% | +137.1% | -103.0% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling