+35.8%
GFS vs LTH
+54.1%
-18.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.5% |
| 7D | +1.0% | -0.6% | +1.6% | +1.1% |
| 30D | -8.6% | -4.6% | -4.0% | -8.1% |
| 3M | -46.5% | +32.8% | -79.4% | -49.5% |
| 6M | -4.8% | +64.6% | -69.4% | -13.8% |
| YTD | +29.7% | +62.6% | -33.0% | +16.3% |
| 1Y | +35.8% | +49.9% | -14.1% | +33.4% |
| All | +35.8% | +54.1% | -18.3% | +33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling