-34.7%
GFS vs LTH
+142.9%
-177.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.3% | +7.5% | +6.6% |
| 7D | -7.8% | +4.5% | -12.3% | -9.3% |
| 30D | -19.7% | +16.3% | -36.0% | -23.7% |
| 3M | -23.1% | +8.4% | -31.5% | -25.4% |
| 6M | -46.4% | +40.3% | -86.7% | -52.6% |
| YTD | +11.0% | +77.3% | -66.2% | -10.4% |
| 1Y | +12.6% | +88.0% | -75.3% | -11.1% |
| 3Y | -24.9% | +274.3% | -299.2% | -54.5% |
| All | -34.7% | +142.9% | -177.6% | -61.2% |
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