+377.4%
GH vs LTH
+159.1%
+218.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.3% |
| 7D | -2.1% | +1.5% | -3.6% | -2.6% |
| 30D | -4.5% | -3.1% | -1.4% | -3.7% |
| 3M | +28.9% | +28.1% | +0.8% | +18.4% |
| 6M | +76.5% | +67.4% | +9.1% | +47.4% |
| YTD | +57.6% | +59.8% | -2.2% | +33.6% |
| 1Y | +167.5% | +45.6% | +121.9% | +133.3% |
| 3Y | +377.4% | +162.0% | +215.4% | +242.4% |
| All | +377.4% | +159.1% | +218.3% | +242.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling