-26.2%
GPN vs LTH
+159.8%
-186.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -2.9% |
| 7D | -0.7% | +1.5% | -2.2% | -1.1% |
| 30D | +3.8% | -3.1% | +6.9% | +4.6% |
| 3M | +39.2% | +28.1% | +11.1% | +30.8% |
| 6M | +17.9% | +67.4% | -49.5% | +2.4% |
| YTD | +16.4% | +59.8% | -43.4% | +2.4% |
| 1Y | +3.6% | +45.6% | -42.0% | -6.8% |
| All | -26.2% | +159.8% | -186.0% | -42.9% |
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