+362.7%
GLW vs LTH
+249.2%
+113.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -21.1% |
| 3M | -24.2% | +8.5% | -32.7% | -25.7% |
| 6M | -41.7% | +46.9% | -88.7% | -47.0% |
| YTD | +38.3% | +78.8% | -40.5% | +20.4% |
| 1Y | +38.2% | +84.9% | -46.7% | +19.5% |
| All | +362.7% | +249.2% | +113.6% | +269.4% |
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