+100.9%
GRMN vs LTH
+150.5%
-49.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +2.4% | -4.0% | +6.4% | +3.2% |
| 30D | -8.5% | -5.3% | -3.2% | -7.6% |
| 3M | +19.5% | +19.0% | +0.5% | +15.3% |
| 6M | +21.2% | +55.8% | -34.6% | +10.5% |
| YTD | +41.0% | +56.1% | -15.1% | +28.3% |
| 1Y | +19.6% | +41.3% | -21.7% | +10.8% |
| 3Y | +183.8% | +156.6% | +27.1% | +135.0% |
| All | +100.9% | +150.5% | -49.5% | +60.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling