+97.7%
GOOG vs LTH
+137.1%
-39.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.1% | -1.4% |
| 7D | +3.0% | -1.3% | +4.3% | +3.3% |
| 30D | -14.9% | +15.7% | -30.5% | -17.9% |
| 3M | -14.9% | +5.0% | -19.9% | -16.2% |
| 6M | -26.6% | +37.7% | -64.3% | -32.3% |
| YTD | -6.6% | +75.0% | -81.6% | -19.2% |
| 1Y | +5.1% | +82.6% | -77.6% | -10.0% |
| 3Y | +121.0% | +241.3% | -120.3% | +56.3% |
| All | +97.7% | +137.1% | -39.4% | +37.1% |
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 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