+160.5%
GRMN vs LTH
+253.6%
-93.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | +6.3% | +6.4% | -0.1% | +4.9% |
| 30D | +7.6% | +16.7% | -9.2% | +4.0% |
| 3M | -7.5% | +11.7% | -19.1% | -9.8% |
| 6M | +21.2% | +48.5% | -27.3% | +10.5% |
| YTD | +44.0% | +78.4% | -34.4% | +25.1% |
| 1Y | +44.7% | +89.7% | -44.9% | +23.7% |
| 3Y | +160.5% | +245.6% | -85.1% | +114.9% |
| All | +160.5% | +253.6% | -93.1% | +114.9% |
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