+120.7%
GOOGL vs LTH
+241.9%
-121.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.0% |
| 7D | +1.8% | +4.5% | -2.7% | +1.1% |
| 30D | -18.8% | +16.3% | -35.1% | -20.7% |
| 3M | -20.3% | +8.4% | -28.7% | -21.4% |
| 6M | -28.4% | +40.3% | -68.6% | -32.5% |
| YTD | -8.8% | +77.3% | -86.1% | -17.8% |
| 1Y | +0.3% | +88.0% | -87.7% | -10.5% |
| All | +120.7% | +241.9% | -121.2% | +81.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling