+221.0%
GWW vs LTH
+150.3%
+70.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | +0.1% | -0.5% |
| 7D | -3.1% | -3.7% | +0.6% | -2.6% |
| 30D | -2.3% | -5.3% | +3.0% | -1.6% |
| 3M | -3.3% | +24.2% | -27.5% | -6.6% |
| 6M | +15.4% | +54.8% | -39.5% | +7.4% |
| YTD | +26.7% | +56.1% | -29.3% | +17.6% |
| 1Y | +29.0% | +45.5% | -16.6% | +20.8% |
| 3Y | +89.0% | +155.9% | -66.9% | +60.1% |
| All | +221.0% | +150.3% | +70.7% | +171.4% |
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 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