+643.2%
GEV vs LTH
+185.6%
+457.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +4.9% | +3.7% |
| 7D | +8.1% | +1.5% | +6.6% | +7.5% |
| 30D | -1.9% | -3.1% | +1.1% | -1.0% |
| 3M | +4.1% | +28.1% | -24.1% | -5.4% |
| 6M | +23.2% | +67.4% | -44.2% | +1.0% |
| YTD | +48.9% | +59.8% | -10.9% | +23.3% |
| 1Y | +62.2% | +45.6% | +16.6% | +39.1% |
| All | +643.2% | +185.6% | +457.6% | +470.8% |
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 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