+105.9%
GILD vs LTH
+153.8%
-47.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -4.8% | -4.0% | -0.8% | -4.5% |
| 30D | +5.8% | -5.3% | +11.1% | +6.3% |
| 3M | +14.9% | +19.0% | -4.1% | +13.1% |
| 6M | -0.4% | +55.8% | -56.1% | -4.3% |
| YTD | +18.5% | +56.1% | -37.6% | +13.7% |
| 1Y | +25.1% | +41.3% | -16.1% | +20.8% |
| 3Y | +105.9% | +156.6% | -50.8% | +92.9% |
| All | +105.9% | +153.8% | -47.9% | +92.9% |
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 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