-33.4%
GLXY vs LTH
+57.6%
-91.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.2% | -0.8% | -3.8% |
| 7D | +16.9% | -4.6% | +21.6% | +18.4% |
| 30D | -23.0% | +14.8% | -37.8% | -26.7% |
| 3M | -28.0% | +3.9% | -31.9% | -29.3% |
| 6M | -51.6% | +35.5% | -87.1% | -59.1% |
| YTD | -32.1% | +71.3% | -103.4% | -49.3% |
| 1Y | -51.5% | +75.7% | -127.1% | -64.1% |
| All | -33.4% | +57.6% | -91.1% | -46.4% |
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