+59.2%
GM vs LTH
+150.3%
-91.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.5% | +3.0% |
| 7D | -1.1% | -3.7% | +2.7% | -0.1% |
| 30D | -3.4% | -5.3% | +1.9% | -2.1% |
| 3M | +8.7% | +24.2% | -15.5% | +2.4% |
| 6M | +15.4% | +54.8% | -39.4% | +1.9% |
| YTD | +6.6% | +56.1% | -49.5% | -6.4% |
| 1Y | +51.5% | +45.5% | +5.9% | +35.3% |
| 3Y | +169.3% | +155.9% | +13.5% | +96.6% |
| All | +59.2% | +150.3% | -91.1% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling