-36.4%
GLXY vs LTH
+62.3%
-98.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.5% | +6.7% | +6.3% |
| 7D | -0.5% | +7.0% | -7.6% | -2.8% |
| 30D | -28.6% | +15.4% | -44.1% | -32.1% |
| 3M | -28.1% | +7.0% | -35.1% | -29.9% |
| 6M | -52.0% | +46.9% | -98.9% | -60.8% |
| YTD | -35.1% | +76.4% | -111.5% | -52.0% |
| 1Y | -54.0% | +83.7% | -137.8% | -66.6% |
| All | -36.4% | +62.3% | -98.7% | -49.2% |
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