+116.5%
GLD vs LTH
+180.7%
-64.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | +0.1% |
| 7D | -4.6% | -1.3% | -3.3% | -4.6% |
| 30D | -5.5% | +15.7% | -21.1% | -5.8% |
| 3M | -10.9% | +5.0% | -15.9% | -11.0% |
| 6M | -17.4% | +37.7% | -55.1% | -18.1% |
| YTD | -10.3% | +75.0% | -85.3% | -11.6% |
| 1Y | -7.2% | +82.6% | -89.8% | -8.5% |
| 3Y | +96.9% | +241.3% | -144.4% | +90.8% |
| 5Y | +103.8% | +135.4% | -31.7% | +94.7% |
| All | +116.5% | +180.7% | -64.2% | +104.1% |
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