+164.6%
GM vs LTH
+155.4%
+9.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.0% |
| 7D | -1.1% | -4.0% | +2.9% | -0.3% |
| 30D | -4.6% | -1.7% | -2.9% | -4.3% |
| 3M | +0.2% | +28.0% | -27.8% | -4.6% |
| 6M | +12.6% | +54.1% | -41.4% | +2.9% |
| YTD | +3.7% | +57.1% | -53.4% | -5.8% |
| 1Y | +45.6% | +45.8% | -0.1% | +33.9% |
| All | +164.6% | +155.4% | +9.3% | +112.8% |
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