+35.9%
GH vs LTH
+180.7%
-144.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.9% |
| 7D | +0.6% | -1.3% | +1.8% | +1.0% |
| 30D | -6.9% | +15.7% | -22.6% | -12.8% |
| 3M | -4.9% | +5.0% | -9.9% | -7.6% |
| 6M | +54.1% | +37.7% | +16.4% | +32.4% |
| YTD | +48.5% | +75.0% | -26.5% | +13.5% |
| 1Y | +61.2% | +82.6% | -21.5% | +20.5% |
| 3Y | +570.3% | +241.3% | +329.0% | +255.2% |
| 5Y | +46.1% | +135.4% | -89.3% | -25.5% |
| All | +35.9% | +180.7% | -144.8% | -32.7% |
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