+91.6%
GWW vs LTH
+159.1%
-67.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.4% |
| 7D | -1.5% | +1.5% | -3.1% | -1.8% |
| 30D | +1.1% | -3.1% | +4.2% | +1.5% |
| 3M | -1.0% | +28.1% | -29.1% | -4.7% |
| 6M | +16.3% | +67.4% | -51.1% | +7.0% |
| YTD | +28.5% | +59.8% | -31.3% | +18.8% |
| 1Y | +30.3% | +45.6% | -15.3% | +22.0% |
| 3Y | +91.6% | +162.0% | -70.4% | +65.1% |
| All | +91.6% | +159.1% | -67.5% | +65.1% |
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 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