+90.5%
GWW vs LTH
+253.6%
-163.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.6% |
| 7D | +5.5% | +6.4% | -0.9% | +4.5% |
| 30D | +14.4% | +16.7% | -2.3% | +11.6% |
| 3M | +13.7% | +11.7% | +2.0% | +11.6% |
| 6M | +20.1% | +48.5% | -28.4% | +12.3% |
| YTD | +47.1% | +78.4% | -31.3% | +32.5% |
| 1Y | +56.2% | +89.7% | -33.4% | +39.2% |
| 3Y | +90.5% | +245.6% | -155.1% | +55.8% |
| All | +90.5% | +253.6% | -163.1% | +55.8% |
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