+23.4%
GPN vs LTH
+79.8%
-56.3%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.1% | +3.8% |
| 7D | -5.6% | -1.3% | -4.4% | -5.3% |
| 30D | +13.6% | +15.7% | -2.1% | +10.5% |
| 3M | -2.8% | +5.0% | -7.8% | -3.6% |
| 6M | +38.1% | +37.7% | +0.4% | +30.6% |
| YTD | +19.9% | +75.0% | -55.1% | +9.4% |
| 1Y | +23.4% | +82.6% | -59.2% | +11.1% |
| All | +23.4% | +79.8% | -56.3% | +11.1% |
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 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