+61.2%
GH vs LTH
+79.8%
-18.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.4% |
| 7D | +0.6% | -1.3% | +1.8% | +0.7% |
| 30D | -6.9% | +15.7% | -22.6% | -9.6% |
| 3M | -4.9% | +5.0% | -9.9% | -5.8% |
| 6M | +54.1% | +37.7% | +16.4% | +41.8% |
| YTD | +48.5% | +75.0% | -26.5% | +31.8% |
| 1Y | +61.2% | +82.6% | -21.5% | +43.4% |
| All | +61.2% | +79.8% | -18.6% | +43.4% |
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 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