+47.3%
GH vs LTH
+142.3%
-95.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.5% | +5.7% | +5.5% |
| 7D | -7.0% | +7.0% | -14.0% | -9.8% |
| 30D | -5.2% | +15.4% | -20.6% | -11.0% |
| 3M | -5.8% | +7.0% | -12.8% | -9.1% |
| 6M | +65.9% | +46.9% | +19.1% | +38.6% |
| YTD | +55.5% | +76.4% | -20.9% | +18.2% |
| 1Y | +64.2% | +83.7% | -19.6% | +22.1% |
| 3Y | +606.0% | +248.9% | +357.2% | +267.4% |
| 5Y | +47.3% | +141.8% | -94.5% | -27.1% |
| All | +47.3% | +142.3% | -95.0% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling