+105.8%
GLD vs LTH
+253.6%
-147.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -2.7% |
| 7D | +2.8% | +6.4% | -3.6% | +2.6% |
| 30D | -4.0% | +16.7% | -20.7% | -4.5% |
| 3M | -8.2% | +11.7% | -19.9% | -8.6% |
| 6M | -14.8% | +48.5% | -63.4% | -16.3% |
| YTD | -6.8% | +78.4% | -85.2% | -9.0% |
| 1Y | -2.4% | +89.7% | -92.1% | -4.9% |
| 3Y | +105.8% | +245.6% | -139.9% | +90.4% |
| All | +105.8% | +253.6% | -147.9% | +90.4% |
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 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