+38.7%
GH vs LTH
+186.8%
-148.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -8.2% | +0.3% | -8.5% | -8.3% |
| 30D | -4.9% | +17.7% | -22.6% | -11.5% |
| 3M | -6.2% | +8.5% | -14.7% | -10.0% |
| 6M | +60.0% | +46.9% | +13.1% | +33.9% |
| YTD | +51.5% | +78.8% | -27.2% | +14.9% |
| 1Y | +58.4% | +84.9% | -26.5% | +18.0% |
| 3Y | +617.2% | +246.4% | +370.9% | +278.2% |
| 5Y | +47.0% | +129.6% | -82.5% | -24.9% |
| All | +38.7% | +186.8% | -148.1% | -31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling