+45.9%
GH vs LTH
+152.0%
-106.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.8% |
| 7D | -0.2% | -4.0% | +3.8% | +1.5% |
| 30D | -2.6% | -1.7% | -1.0% | -2.2% |
| 3M | +25.1% | +28.0% | -2.9% | +11.6% |
| 6M | +78.5% | +54.1% | +24.4% | +45.4% |
| YTD | +59.4% | +57.1% | +2.3% | +28.2% |
| 1Y | +173.9% | +45.8% | +128.1% | +125.8% |
| 3Y | +382.7% | +157.6% | +225.2% | +188.9% |
| All | +45.9% | +152.0% | -106.1% | -24.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling