+255.7%
GLW vs LTH
+183.0%
+72.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.5% | +9.7% | +9.3% |
| 7D | -5.9% | +7.0% | -12.9% | -7.2% |
| 30D | -26.0% | +15.4% | -41.4% | -28.2% |
| 3M | -29.9% | +7.0% | -36.9% | -31.0% |
| 6M | -37.8% | +46.9% | -84.6% | -42.7% |
| YTD | +33.1% | +76.4% | -43.3% | +17.9% |
| 1Y | +36.8% | +83.7% | -46.9% | +20.2% |
| 3Y | +356.1% | +248.9% | +107.2% | +252.4% |
| 5Y | +243.8% | +141.8% | +102.0% | +157.8% |
| All | +255.7% | +183.0% | +72.7% | +166.9% |
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 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