+44.6%
GH vs LTH
+160.9%
-116.2%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -0.1% | -0.6% | +0.6% | +0.1% |
| 30D | -1.1% | -4.6% | +3.5% | +0.7% |
| 3M | +21.3% | +32.8% | -11.5% | +6.5% |
| 6M | +73.5% | +64.6% | +8.9% | +37.2% |
| YTD | +58.0% | +62.6% | -4.6% | +25.3% |
| 1Y | +163.1% | +49.9% | +113.1% | +114.4% |
| 3Y | +361.0% | +151.3% | +209.7% | +180.4% |
| All | +44.6% | +160.9% | -116.2% | -25.7% |
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