+124.6%
GRMN vs LTH
+145.7%
-21.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | +6.3% | +6.4% | -0.1% | +5.1% |
| 30D | +7.6% | +16.7% | -9.2% | +4.3% |
| 3M | -7.5% | +11.7% | -19.1% | -9.6% |
| 6M | +21.2% | +48.5% | -27.3% | +11.6% |
| YTD | +44.0% | +78.4% | -34.4% | +27.0% |
| 1Y | +44.7% | +89.7% | -44.9% | +25.9% |
| 3Y | +160.5% | +245.6% | -85.1% | +102.2% |
| 5Y | +124.6% | +142.7% | -18.0% | +66.9% |
| All | +124.6% | +145.7% | -21.1% | +66.9% |
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