+59.0%
GM vs LTH
+180.7%
-121.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.4% | -0.9% |
| 7D | -0.2% | -1.3% | +1.1% | +0.1% |
| 30D | +3.6% | +15.7% | -12.1% | -0.4% |
| 3M | -0.2% | +5.0% | -5.2% | -1.8% |
| 6M | +13.9% | +37.7% | -23.8% | +4.2% |
| YTD | +6.5% | +75.0% | -68.6% | -9.5% |
| 1Y | +20.7% | +82.6% | -62.0% | +1.4% |
| 3Y | +229.5% | +241.3% | -11.8% | +123.4% |
| 5Y | +41.5% | +135.4% | -93.9% | -3.9% |
| All | +59.0% | +180.7% | -121.8% | +8.5% |
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