-41.9%
GPN vs LTH
+150.3%
-192.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.9% |
| 7D | -3.5% | -3.7% | +0.2% | -2.5% |
| 30D | +3.1% | -5.3% | +8.5% | +4.6% |
| 3M | +42.3% | +24.2% | +18.1% | +34.6% |
| 6M | +20.9% | +54.8% | -34.0% | +7.0% |
| YTD | +15.2% | +56.1% | -40.8% | +1.6% |
| 1Y | +5.4% | +45.5% | -40.1% | -5.4% |
| 3Y | -27.4% | +155.9% | -183.3% | -45.1% |
| All | -41.9% | +150.3% | -192.3% | -57.9% |
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 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