+373.4%
GLW vs LTH
+160.9%
+212.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.6% |
| 7D | +3.8% | -0.6% | +4.4% | +3.9% |
| 30D | -1.3% | -4.6% | +3.2% | -0.5% |
| 3M | -21.8% | +32.8% | -54.6% | -26.4% |
| 6M | +6.9% | +64.6% | -57.7% | -3.4% |
| YTD | +77.2% | +62.6% | +14.5% | +59.9% |
| 1Y | +123.2% | +49.9% | +73.3% | +104.1% |
| 3Y | +400.0% | +151.3% | +248.7% | +309.4% |
| All | +373.4% | +160.9% | +212.5% | +261.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling