-19.4%
GFS vs LTH
+152.2%
-171.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +1.0% | -0.6% | +1.6% | +1.1% |
| 30D | -8.6% | -4.6% | -4.0% | -7.4% |
| 3M | -46.5% | +32.8% | -79.4% | -51.3% |
| 6M | -4.8% | +64.6% | -69.4% | -19.6% |
| YTD | +29.7% | +62.6% | -33.0% | +9.1% |
| 1Y | +35.8% | +49.9% | -14.1% | +17.1% |
| All | -19.4% | +152.2% | -171.6% | -41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling