-18.0%
GIS vs LTH
+54.1%
-72.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.5% |
| 7D | -7.8% | -0.6% | -7.2% | -7.8% |
| 30D | +6.6% | -4.6% | +11.2% | +6.9% |
| 3M | +21.0% | +32.8% | -11.8% | +19.0% |
| 6M | -9.1% | +64.6% | -73.7% | -11.9% |
| YTD | -13.6% | +62.6% | -76.3% | -16.5% |
| 1Y | -18.0% | +49.9% | -68.0% | -19.5% |
| All | -18.0% | +54.1% | -72.1% | -19.5% |
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