+32.2%
GEN vs LTH
+160.9%
-128.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | -1.2% | -0.6% | -0.5% | -1.1% |
| 30D | +10.1% | -4.6% | +14.7% | +10.9% |
| 3M | +16.1% | +32.8% | -16.7% | +10.9% |
| 6M | +38.9% | +64.6% | -25.8% | +27.2% |
| YTD | +14.4% | +62.6% | -48.2% | +5.1% |
| 1Y | +5.9% | +49.9% | -44.1% | -1.7% |
| 3Y | +58.8% | +151.3% | -92.6% | +33.3% |
| All | +32.2% | +160.9% | -128.7% | +12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling