+212.6%
GLW vs LTH
+142.9%
+69.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +2.9% |
| 7D | -13.9% | +4.5% | -18.4% | -14.8% |
| 30D | -35.0% | +16.3% | -51.3% | -37.0% |
| 3M | -32.4% | +8.4% | -40.7% | -33.6% |
| 6M | -41.3% | +40.3% | -81.6% | -45.6% |
| YTD | +21.8% | +77.3% | -55.4% | +7.7% |
| 1Y | +21.8% | +88.0% | -66.1% | +6.4% |
| 3Y | +307.7% | +274.3% | +33.4% | +209.7% |
| All | +212.6% | +142.9% | +69.8% | +134.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling