+62.2%
GM vs LTH
+160.9%
-98.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +1.9% | -0.6% | +2.6% | +2.0% |
| 30D | -1.4% | -4.6% | +3.2% | -0.3% |
| 3M | +5.9% | +32.8% | -26.9% | -2.0% |
| 6M | +12.4% | +64.6% | -52.2% | -2.5% |
| YTD | +8.6% | +62.6% | -54.0% | -5.6% |
| 1Y | +52.6% | +49.9% | +2.7% | +35.2% |
| 3Y | +169.7% | +151.3% | +18.3% | +98.4% |
| All | +62.2% | +160.9% | -98.7% | +13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling