-55.4%
GTLB vs LTH
+138.7%
-194.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -0.9% |
| 7D | -6.6% | -4.0% | -2.6% | -4.7% |
| 30D | +13.7% | -1.7% | +15.4% | +14.6% |
| 3M | +52.9% | +28.0% | +24.9% | +34.8% |
| 6M | +88.5% | +54.1% | +34.4% | +47.0% |
| YTD | +23.4% | +57.1% | -33.6% | -5.1% |
| 1Y | -3.8% | +45.8% | -49.6% | -24.0% |
| 3Y | -11.5% | +157.6% | -169.1% | -53.7% |
| All | -55.4% | +138.7% | -194.1% | -80.1% |
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