+58.3%
GM vs LTH
+150.5%
-92.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.4% | -4.0% | +1.6% | -1.4% |
| 30D | -1.1% | -5.3% | +4.2% | +0.2% |
| 3M | +6.1% | +19.0% | -12.9% | +1.2% |
| 6M | +15.0% | +55.8% | -40.8% | +1.3% |
| YTD | +6.0% | +56.1% | -50.1% | -6.9% |
| 1Y | +47.1% | +41.3% | +5.8% | +32.4% |
| 3Y | +170.5% | +156.6% | +13.8% | +97.3% |
| All | +58.3% | +150.5% | -92.2% | +11.6% |
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