+139.3%
GS vs LTH
+142.9%
-3.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.8% |
| 3M | -15.7% | +8.4% | -24.1% | -17.5% |
| 6M | -6.8% | +40.3% | -47.0% | -14.5% |
| YTD | -0.1% | +77.3% | -77.3% | -13.8% |
| 1Y | +12.1% | +88.0% | -75.9% | -4.8% |
| 3Y | +185.8% | +274.3% | -88.5% | +106.1% |
| All | +139.3% | +142.9% | -3.5% | +74.4% |
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