+38.3%
GOOG vs LTH
+45.0%
-6.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.3% | +0.7% |
| 7D | -2.5% | -3.7% | +1.2% | -2.0% |
| 30D | -3.6% | -5.3% | +1.7% | -2.9% |
| 3M | -6.4% | +24.2% | -30.6% | -9.4% |
| 6M | +7.8% | +54.8% | -47.1% | +0.7% |
| YTD | +5.5% | +56.1% | -50.6% | -1.7% |
| 1Y | +38.3% | +45.5% | -7.3% | +30.5% |
| All | +38.3% | +45.0% | -6.7% | +30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling