+131.2%
GLD vs LTH
+183.0%
-51.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +1.9% |
| 7D | +4.9% | +7.0% | -2.1% | +4.8% |
| 30D | -1.3% | +15.4% | -16.7% | -1.7% |
| 3M | -4.8% | +7.0% | -11.8% | -4.9% |
| 6M | -12.5% | +46.9% | -59.4% | -13.4% |
| YTD | -4.2% | +76.4% | -80.6% | -5.6% |
| 1Y | +3.0% | +83.7% | -80.7% | +1.5% |
| 3Y | +109.1% | +248.9% | -139.8% | +102.6% |
| 5Y | +121.6% | +141.8% | -20.3% | +111.0% |
| All | +131.2% | +183.0% | -51.8% | +117.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling