+150.2%
GS vs LTH
+184.4%
-34.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | -0.1% |
| 7D | -3.2% | +4.5% | -7.7% | -4.2% |
| 30D | -2.4% | +16.3% | -18.8% | -5.7% |
| 3M | -15.7% | +8.4% | -24.1% | -17.4% |
| 6M | -6.8% | +40.3% | -47.0% | -14.2% |
| YTD | -0.1% | +77.3% | -77.3% | -13.4% |
| 1Y | +12.1% | +88.0% | -75.9% | -4.2% |
| 3Y | +185.8% | +274.3% | -88.5% | +109.2% |
| 5Y | +140.1% | +142.9% | -2.8% | +77.2% |
| All | +150.2% | +184.4% | -34.2% | +89.9% |
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 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