+222.8%
GWW vs LTH
+152.0%
+70.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.5% |
| 7D | -0.5% | -4.0% | +3.5% | +0.1% |
| 30D | -1.4% | -1.7% | +0.2% | -1.2% |
| 3M | -3.6% | +28.0% | -31.6% | -7.3% |
| 6M | +15.1% | +54.1% | -38.9% | +7.2% |
| YTD | +27.5% | +57.1% | -29.6% | +18.2% |
| 1Y | +29.6% | +45.8% | -16.2% | +21.3% |
| 3Y | +90.1% | +157.6% | -67.5% | +60.9% |
| All | +222.8% | +152.0% | +70.9% | +172.7% |
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