+269.6%
GLW vs LTH
+186.8%
+82.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.2% | +7.4% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | -18.2% | +17.7% | -35.9% | -20.9% |
| 3M | -24.2% | +8.5% | -32.7% | -25.6% |
| 6M | -41.7% | +46.9% | -88.7% | -46.4% |
| YTD | +38.3% | +78.8% | -40.5% | +22.2% |
| 1Y | +38.2% | +84.9% | -46.7% | +21.3% |
| 3Y | +363.4% | +246.4% | +117.0% | +258.5% |
| 5Y | +254.6% | +129.6% | +125.0% | +166.5% |
| All | +269.6% | +186.8% | +82.8% | +176.6% |
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