+58.6%
GH vs LTH
+85.5%
-26.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.4% |
| 7D | -11.2% | +6.4% | -17.6% | -12.3% |
| 30D | -7.2% | +16.7% | -24.0% | -10.0% |
| 3M | -7.1% | +11.7% | -18.8% | -9.2% |
| 6M | +62.3% | +48.5% | +13.8% | +46.5% |
| YTD | +52.1% | +78.4% | -26.3% | +33.6% |
| 1Y | +58.6% | +89.7% | -31.0% | +39.1% |
| All | +58.6% | +85.5% | -26.9% | +39.1% |
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