+200.1%
GS vs LTH
+160.9%
+39.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | 0.0% |
| 7D | +0.9% | -0.6% | +1.6% | +1.0% |
| 30D | -1.6% | -4.6% | +3.0% | -0.6% |
| 3M | -4.5% | +32.8% | -37.3% | -10.8% |
| 6M | +20.9% | +64.6% | -43.7% | +6.8% |
| YTD | +19.9% | +62.6% | -42.8% | +6.1% |
| 1Y | +41.4% | +49.9% | -8.5% | +27.1% |
| 3Y | +239.2% | +151.3% | +87.8% | +168.4% |
| All | +200.1% | +160.9% | +39.2% | +132.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling