+27.2%
GFS vs LTH
+79.8%
-52.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.9% | -2.8% |
| 7D | +7.4% | -1.3% | +8.7% | +7.5% |
| 30D | -15.3% | +15.7% | -30.9% | -16.6% |
| 3M | -21.1% | +5.0% | -26.1% | -21.5% |
| 6M | -44.5% | +37.7% | -82.2% | -47.5% |
| YTD | +19.2% | +75.0% | -55.8% | +7.2% |
| 1Y | +27.2% | +82.6% | -55.4% | +14.3% |
| All | +27.2% | +79.8% | -52.5% | +14.3% |
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