+4.6%
GTLB vs LTH
+253.6%
-249.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.2% |
| 7D | -10.9% | +6.4% | -17.3% | -12.1% |
| 30D | -15.3% | +16.7% | -32.0% | -18.2% |
| 3M | +14.6% | +11.7% | +2.9% | +11.6% |
| 6M | +79.6% | +48.5% | +31.1% | +63.4% |
| YTD | +24.3% | +78.4% | -54.1% | +6.7% |
| 1Y | +1.0% | +89.7% | -88.7% | -14.9% |
| 3Y | +4.6% | +245.6% | -241.0% | -16.2% |
| All | +4.6% | +253.6% | -249.0% | -16.2% |
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