+138.2%
GOOG vs LTH
+152.0%
-13.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.7% |
| 7D | -1.6% | -4.0% | +2.4% | -0.7% |
| 30D | -7.7% | -1.7% | -6.0% | -7.4% |
| 3M | -9.3% | +28.0% | -37.3% | -14.5% |
| 6M | +7.4% | +54.1% | -46.6% | -3.5% |
| YTD | +4.9% | +57.1% | -52.2% | -6.5% |
| 1Y | +37.2% | +45.8% | -8.6% | +24.1% |
| 3Y | +141.6% | +157.6% | -15.9% | +84.1% |
| All | +138.2% | +152.0% | -13.8% | +66.8% |
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 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