+37.4%
GILD vs LTH
+54.1%
-16.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.2% |
| 7D | +3.6% | -0.6% | +4.3% | +3.7% |
| 30D | +14.6% | -4.6% | +19.2% | +15.3% |
| 3M | +17.7% | +32.8% | -15.2% | +13.1% |
| 6M | +3.1% | +64.6% | -61.5% | -4.0% |
| YTD | +24.5% | +62.6% | -38.1% | +15.3% |
| 1Y | +37.4% | +49.9% | -12.6% | +31.4% |
| All | +37.4% | +54.1% | -16.7% | +31.4% |
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 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